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Schätzung
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Ng, Serena
25
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20
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16
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7
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Almeida, Caio
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Bucher-Koenen, Tabea
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Can sticky prices account for the variations and persistence in real exchange rates?
Ng, Serena
- In:
Journal of international money and finance
22
(
2003
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10001734740
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2
Can sticky prices account for the variations and persistence in real exchange rates?
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001651002
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3
Testing cross-section correlation in panel date using spacings
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 12-23
Persistent link: https://www.econbiz.de/10003279765
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4
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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5
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco Antonio
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10001546110
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6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
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8
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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9
The Canadian macroeconomy and the yield curve : an equilibrium-based approach
Garcia, René
;
Luger, Richard
- In:
The Canadian journal of economics
40
(
2007
)
2
,
pp. 561-583
Persistent link: https://www.econbiz.de/10003492926
Saved in:
10
The Canadian macroeconomy and the yield curve : an equilibrium-based approach
Garcia, René
;
Luger, Richard
-
2005
Persistent link: https://www.econbiz.de/10003208738
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