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Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

Shang, Han Lin; Kearney, Fearghal - In: International journal of forecasting 38 (2022) 3, pp. 1025-1049

Persistent link: https://www.econbiz.de/10013349639

Folded Variance Estimators for Stationary Time Series

Antonini, Claudia - 2005

This thesis is concerned with simulation output analysis. In particular, we are inter-ested in estimating the variance parameter of a steady-state output process. The estimationof the variance parameter has immediate applications in problems involving (i) the precisionof the sample mean as a...

Persistent link: https://www.econbiz.de/10009476105

Common stochastic trends in a system of shadow exchange rates

Rangvid, Jesper; Sørensen, Carsten - In: Exchange rate policies for small open economies, (pp. 153-168). 1999

Persistent link: https://www.econbiz.de/10001508996

Testing stochastic cycles in macroeconomic time series

Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001509600

Testing the empirical performance of stochastic volatility models of the short-term interest rate

Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215

Persistent link: https://www.econbiz.de/10001510057

Regression trendbehafteter Zeitreihen in der Ökonometrie

Hassler, Uwe - 2000 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001516312

Quantifying the effects of financing constraints on investment : the case of financial liberalization in Taiwan

Wang, Hung-Jen - 2000

Persistent link: https://www.econbiz.de/10001519605

A Bayesian semiparametric analysis of ARCH models

Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000

Persistent link: https://www.econbiz.de/10001497195

The economic threshold with a stochastic pest population : a real options approach

Saphores, Jean-Daniel - In: American journal of agricultural economics 82 (2000) 3, pp. 541-555

Persistent link: https://www.econbiz.de/10001500407

Segmented stochastic convergence across the G-7 countries

Cellini, Roberto; Scorcu, Antonello E. - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 463-474

Persistent link: https://www.econbiz.de/10001502472

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