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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Long-term asymmetry in the USD-DEM spot exchange rate volatility process
Bollen, Bernard - In: Applied financial economics letters 4 (2008) 4/6, pp. 403-407
Persistent link: https://www.econbiz.de/10003808172
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213
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Testing convergence in economic growth for OECD countries
Nahar, Syfun - 1998
Persistent link: https://www.econbiz.de/10000995962
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An empirical investigation of shock persistence in economic time series
Mayadunne, Geetha - In: The economic record : er 71 (1995) 213, pp. 145-156
Persistent link: https://www.econbiz.de/10001186624
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Testing convergence in economic growth for OECD countries
Nahar, Syfun; Inder, Brett A. - In: Applied economics 34 (2002) 16, pp. 2011-2022
Persistent link: https://www.econbiz.de/10001709498
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Household composition and schooling of rural South African children : sibling synergy and migrant effects
Cornwell, Katy; Inder, Brett A.; Maitra, Pushkar; … - 2005
Persistent link: https://www.econbiz.de/10003178364