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Linear filtering for asymmetric stochastic volatility models
Kirby, Chris - In: Economics letters 92 (2006) 2, pp. 284-292
Persistent link: https://www.econbiz.de/10003360885
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Bootstrap tests of multiple inequality restrictions on variance ratios
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Economics letters 91 (2006) 3, pp. 343-348
Persistent link: https://www.econbiz.de/10007259468
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Regime-switching factor models in which the number of factors defines the regime
Cordis, Adriana S.; Kirby, Chris - In: Economics letters 112 (2011) 2, pp. 198-202
Persistent link: https://www.econbiz.de/10009166481
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Regime-switching factor models in wich the number of factors defines the regime
Cordis, Adriana S.; Kirby, Chris - In: Economics letters 112 (2011) 2, pp. 198-201
Persistent link: https://www.econbiz.de/10009243327
Cover Image
Bootstrap tests of multiple inequality restrictions on variance ratios
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Economics letters 91 (2006) 3, pp. 343-348
Persistent link: https://www.econbiz.de/10003333629