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Intangible capital and the rise in wage and hours volatility
Mitra, Shalini - In: Journal of economic dynamics & control 100 (2019), pp. 70-85
Persistent link: https://www.econbiz.de/10012130946
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Conditional volatility and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Kiliç, Rehim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10009513025
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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias; Gribisch, Bastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
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Exchange rate volatility and fluctuations in the extensive margin of trade
Naknoi, Kanda - In: Journal of economic dynamics & control 52 (2015), pp. 322-339
Persistent link: https://www.econbiz.de/10011474218
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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The business cycle human capital accumulation nexus and its effect on hours worked volatility
Alessandrini, Diana; Kosempel, Stephen; Stengos, Thanasēs - In: Journal of economic dynamics & control 51 (2015), pp. 356-377
Persistent link: https://www.econbiz.de/10011474419
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Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan; Finkelstein Shapiro, Alan - In: Journal of economic dynamics & control 99 (2019), pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu; Zhou, Hai-Lin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 483-500
Persistent link: https://www.econbiz.de/10011339413