Similar Search Results

Modelling economic high-frequency time series

Lundbergh, Stefan - 1999

Persistent link: https://www.econbiz.de/10001401660

Forecasting with smooth transition autoregressive models

Lundbergh, Stefan; Teräsvirta, Timo - 2000

Persistent link: https://www.econbiz.de/10001515430

Time-varying smooth transition autoregressive models

Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000

Persistent link: https://www.econbiz.de/10001464665

Evaluating GARCH models

Lundbergh, Stefan; Teräsvirta, Timo - 1999

Persistent link: https://www.econbiz.de/10001365085

Modelling economic highfrequency time serie with STAR-STGARCH models

Lundbergh, Stefan; Teräsvirta, Timo - 1999

Persistent link: https://www.econbiz.de/10001365086

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381