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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Applications of time-varying-parameter models to economics and finance
Huang, Peng - 2006
Persistent link: https://www.econbiz.de/10003972198
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Essays on stochastic volatility
Nossman, Marcus - 2009
Persistent link: https://www.econbiz.de/10003837367
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Essays in financial econometrics
Xiu, Dacheng - 2011
Persistent link: https://www.econbiz.de/10011950727
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Stock market volatility and price discovery : three essays on the effect of macroeconomic information
Rangel, Jose Gonzalo - 2006
Persistent link: https://www.econbiz.de/10003965692
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Essays on financial econometrics
Marcucci, Juri - 2005
Persistent link: https://www.econbiz.de/10003384566
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel - 2013
Persistent link: https://www.econbiz.de/10009744295
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Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent - 2017
Persistent link: https://www.econbiz.de/10011903110