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~subject:"ARCH model"
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Bera, Anil K.
9
Kim, Sangwhan
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Premaratne, Gamini
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Lee, Sangkyu
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Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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1
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2000
Persistent link: https://www.econbiz.de/10001534272
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2
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
2000
Persistent link: https://www.econbiz.de/10001534279
Saved in:
3
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.
;
Higgins, Matthew Lawrence
;
Lee, Sangkyu
-
1995
Persistent link: https://www.econbiz.de/10000911331
Saved in:
4
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2001
-
Rev.
Persistent link: https://www.econbiz.de/10001605760
Saved in:
5
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
2001
-
Rev.
Persistent link: https://www.econbiz.de/10001626756
Saved in:
6
Conditional heteroscedasticity in the market model and efficient estimates of betas
Bera, Anil K.
- In:
The financial review : the official publication of the …
23
(
1988
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
Saved in:
7
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10001655807
Saved in:
8
Testing constancy of correlation with an application to international equity returns
Bera, Anil K.
;
Kim, Sangwhan
-
1996
Persistent link: https://www.econbiz.de/10000959739
Saved in:
9
Maximum entropy autoregressive conditional heteroskedasticity model
Park, Sung Y.
;
Bera, Anil K.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 219-230
Persistent link: https://www.econbiz.de/10003858581
Saved in:
10
An investigation of the effects of exchange rate volatility on exports in East Asia
Pino, Gabriel
;
Tas, Dilara
;
Sharma, Subhash Chandra
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2397-2411
Persistent link: https://www.econbiz.de/10011591087
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