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Multivariate test for forecast rationality under asymmetric loss functions : recent evidence from MMS survey of inflation-output forecasts

Ulu, Yasemin - In: Economics letters 119 (2013) 2, pp. 168-171

Persistent link: https://www.econbiz.de/10009745781

Rationality of inflation-output forecasts of MMS survey : international evidence

Ulu, Yasemin - In: Applied economics 47 (2015) 10/12, pp. 1187-1198

Persistent link: https://www.econbiz.de/10010486260

Out-of-sample forecasting performance of the QGARCH model

Ulu, Yasemin - In: Applied financial economics letters 1 (2005) 6, pp. 387-392

Persistent link: https://www.econbiz.de/10003229640

Optimal prediction under LINLIN loss : empirical evidence

Ulu, Yasemin - In: International journal of forecasting 23 (2007) 4, pp. 707-715

Persistent link: https://www.econbiz.de/10003616100

A comparison of the runs test for volatility forecastability and the LM test for GARCH using aggregated returns

Ulu, Yasemin - In: Econometric reviews 26 (2007) 5, pp. 557-566

Persistent link: https://www.econbiz.de/10003549312

Japanese foreign exchange intervention and the Yen/Dollar exchange rate: a simultaneous equations approach using realized volatility

Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - 2006

We use realized volatility to study the influence of central bank interventions on the yen/dollar exchange rate. Realized volatility is a technical innovation that allows specifying a system of equations for returns, realized volatility, and interventions without endogeneity bias. We find that...

Persistent link: https://www.econbiz.de/10010263952

Japanese foreign exchange intervention and the Yen/Dollar exchange rate : a simultaneous equations approach using realized volatility

Hillebrand, Eric (contributor); Schnabl, Gunther (contributor) - 2006

Persistent link: https://www.econbiz.de/10003364632

Japanese foreign exchange intervention and the Yen/Dollar exchange rate : a simultaneous equations approach using realized volatility

Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - 2006

Persistent link: https://www.econbiz.de/10003366054

Japanese foreign exchange intervention and the yen-to-dollar exchange rate : a simultaneous equations approach using realized volatility

Hillebrand, Eric; Schnabl, Gunther; Ulu, Yasemin - In: Journal of international financial markets, … 19 (2009) 3, pp. 490-505

Persistent link: https://www.econbiz.de/10003855873

Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate : A Simultaneous Equations Approach Using Realized Volatility

Hillebrand, Eric T.; Schnabl, Gunther; Ulu, Yasemin - 2021

Persistent link: https://www.econbiz.de/10013317518