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ECONIS (ZBW)
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1
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
-
1994
Persistent link: https://www.econbiz.de/10000896902
Saved in:
2
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
3
Alternative estimators for factor garch models : a Monte Carlo comparison
Lin, Wen-ling Tsai
- In:
Journal of applied econometrics
7
(
1992
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001129483
Saved in:
4
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
5
Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi
;
Engle, Robert F.
;
Lin, Wen-ling Tsai
-
1990
Persistent link: https://www.econbiz.de/10000803369
Saved in:
6
Interdependence between international stock returns : news or contagion effect?
Lin, Wen-ling Tsai
-
1994
Persistent link: https://www.econbiz.de/10000904020
Saved in:
7
Race to the center : competition for the Nikkei 225 futures trade
Itō, Takatoshi
-
1996
Persistent link: https://www.econbiz.de/10000951686
Saved in:
8
Price volatility and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi
-
1993
Persistent link: https://www.econbiz.de/10000881895
Saved in:
9
Credibility of Mexico's crawling peg policy : evidence from expectations panel data
Baker, Carol L.
;
Lin, Wen-ling Tsai
-
1995
Persistent link: https://www.econbiz.de/10000931447
Saved in:
10
Price volatility and volume spillovers between the Tokyo and New York stock markets
Lin, Wen-ling Tsai
- In:
The internationalization of equity markets
,
(pp. 309-333)
.
1994
Persistent link: https://www.econbiz.de/10001291048
Saved in:
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