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The nonlinear dynamic relationship of exchange rates : parametric and nonparametric causality testing
Bekiros, Stelios D.; Diks, Cees G. H. - In: Journal of macroeconomics 30 (2008) 4, pp. 1641-1650
Persistent link: https://www.econbiz.de/10003805647
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Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe; Truchis, Gilles de; Dumitrescu, … - 2017
Persistent link: https://www.econbiz.de/10011738966
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The nonlinear dynamic relationship between stock prices and exchange rates in Asian countries
Sakemoto, Ryuta - In: International journal of financial research 8 (2017) 2, pp. 40-50
Persistent link: https://www.econbiz.de/10011779388
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The causal relationships between inflation and inflation uncertainty
Barnett, William A.; Ftiti, Zied; Jawadi, Fredj - 2018
Persistent link: https://www.econbiz.de/10011965745
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Efficient estimation in semiparametric GARCH models
Drost, Feike C.; Klaassen, Chris A. - 1996
Persistent link: https://www.econbiz.de/10000933993
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - In: Applied quantitative finance : theory and computational …, (pp. 367-383). 2002
Persistent link: https://www.econbiz.de/10001750018
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Nonparametric estimators of GARCH processes
Franke, Jürgen; Holzberger, Harriet; Müller, Marlene - 2002
Persistent link: https://www.econbiz.de/10001684953
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686434
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Semiparametric multivariate GARCH models
Hafner, Christian M.; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001790716
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Semi-parametric modelling of correlation dynamics
Hafner, Christian M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003010850