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Some new stylized facts of floating exchange rates
Lothian, James R. - In: Journal of international money and finance 17 (1998) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10001338373
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Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.; Schotman, Peter C. - 1994
Persistent link: https://www.econbiz.de/10000904013
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J.; Bauer, Rob - 1997
Persistent link: https://www.econbiz.de/10000969016
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An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J. - In: Applied financial economics 8 (1998) 6, pp. 671-687
Persistent link: https://www.econbiz.de/10001253232
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2000 - rev.
Persistent link: https://www.econbiz.de/10001554496
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001412189
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A range-based multivariate model for exchange rate volatility
Tims, Ben (contributor); Mahieu, Ronald J. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
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Neglected common factors in exchange rate volatility
Mahieu, Ronald J.; Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846611
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A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben; Mahieu, Ronald J. - In: Econometric reviews 25 (2006) 2/3, pp. 409-424
Persistent link: https://www.econbiz.de/10003355802