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Daily Exchange Rate Behaviour and the Hedging of Currency Risk
Bos, C.S.; Mahieu, R.J.; Dijk, H.K.van - In: Journal of applied econometrics 15 (2000) 6, pp. 671-696
Persistent link: https://www.econbiz.de/10006981015
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, L.; Rombouts, J.V.K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10007743552
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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang; Ribarits, Eva; Baba, Y.; Engle, R.F.; … - In: Econometric theory 23 (2007) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
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Bayesian Clustering of Many Garch Models
Bauwens, L.; Rombouts, J.V.K. - In: Econometric reviews 26 (2007) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10007730235
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Twentieth Century Shocks, Trends and Cycles in Industrialized Nations
van Dijk, H.K. - In: De economist : Netherlands economic review ; quarterly … 152 (2004) 2, pp. 211-232
Persistent link: https://www.econbiz.de/10006610515
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'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004
van Dijk, H.K.; Kaashoek, J.F.; Wagelmans, A.P.M. - In: Statistica Neerlandica : journal of the Netherlands … 60 (2006) 2, pp. 85-111
Persistent link: https://www.econbiz.de/10006421718