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An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang; Liu, Lulu - In: Economics letters 155 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune; Österholm, Pär - In: Economics letters 186 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng - In: Economics letters 120 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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Risk sensitive linear approximations
Solórzano Andrade, Gustavo; Parra-Alvarez, Juan Carlos - In: Economics letters 238 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015075489
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Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian - In: Economics letters 150 (2017), pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
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Spurious persistence in stochastic volatility
Messow, Philip; Krämer, Walter - In: Economics letters 121 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan - In: Economics letters 196 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
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Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T. - In: Economics letters 13 (1983) 2/3, pp. 201-206
Persistent link: https://www.econbiz.de/10001855574