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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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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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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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Estimating long-run relationships in economics : a comparison of different approaches
Inder, Brett A. - In: Journal of econometrics 57 (1993) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10001142532
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An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
Valadkhani, Abbas; Bollen, Bernard - In: Economics letters 120 (2013) 3, pp. 491-494
Persistent link: https://www.econbiz.de/10010187252
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Bayesian trace statistics for the reduced rank regression model
Strachan, Rodney W.; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001440564
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Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A. - 1997
Persistent link: https://www.econbiz.de/10000978696
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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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Forecasting time series from clusters
Maharaj, Elizabeth Ann; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001391129
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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