Narrow search
Showing 1 - 10 of 46
Cover Image
ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000899195
Cover Image
Arch models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000878183
Cover Image
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Cover Image
ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10001327597
Cover Image
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Cover Image
Common stochastic trends in a system of exchange rates
Baillie, Richard - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Cover Image
Common persistence in conditional variances
Bollerslev, Tim - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Cover Image
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
Cover Image
Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888