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A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim - In: The review of economics and statistics 69 (1987) 3, pp. 542-547
Persistent link: https://www.econbiz.de/10001032369
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Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim - In: The review of economics and statistics 72 (1990) 3, pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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The US budget deficit and the foreign exchange value of the dollar
Melvin, Michael - In: The review of economics and statistics 71 (1989) 3, pp. 500-505
Persistent link: https://www.econbiz.de/10001074913
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The global transmission of volatility in the foreign exchange market
Melvin, Michael; Melvin, Bettina Peiers - In: The review of economics and statistics 85 (2003) 3, pp. 670-679
Persistent link: https://www.econbiz.de/10001791774
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The Global Transmission of Volatility in the Foreign Exchange Market
Melvin, Michael; Melvin, Bettina Peiers - In: The review of economics and statistics 85 (2003) 3, pp. 670-679
Persistent link: https://www.econbiz.de/10006369261
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The determinants of co-authorship : an analysis of the economics literature
McDowell, John M.; Melvin, Michael - In: The review of economics and statistics 65 (1983) 1, pp. 155-160
Persistent link: https://www.econbiz.de/10002422184
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HIGH-FREQUENCY DATA, FREQUENCY DOMAIN INFERENCE, AND VOLATILITY FORECASTING
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10006377371
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Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10007861554