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Essays on exchange rate dynamics
Groenendijk, Patrick A. - 1999
Persistent link: https://www.econbiz.de/10001451143
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Semiautomatische Modellselektion bei autoregressiver bedingter Heteroskedastie : Ergebnisse aus Simulationsexperimenten
Sanddorf-Köhle, Walter G. - 1995
Persistent link: https://www.econbiz.de/10000921167
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978635
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452