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Bayesian estimation of stochastic tail index from high-frequency financial data

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711

Persistent link: https://www.econbiz.de/10012664628

Spatial market inefficiency in housing market : a spatial quantile regression approach

Chae, Jiyoung; Bera, Anil K. - In: The journal of real estate finance and economics 69 (2024) 1, pp. 70-99

Persistent link: https://www.econbiz.de/10015080934

Causality between the money supply and share prices : a VAR investigation

Dhakal, Dharmendra Purush - In: Quarterly journal of business and economics : QJBE 32 (1993) 3, pp. 52-74

Persistent link: https://www.econbiz.de/10001191456

Sources of real exchange rate volatility in Africa : the case of ECOWAS

Adom, Assandé Désiré; Morshed, A. K. M. Mahbub; … - In: African development review 24 (2012) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10009559051

An investigation of the effects of exchange rate volatility on exports in East Asia

Pino, Gabriel; Tas, Dilara; Sharma, Subhash Chandra - In: Applied economics 48 (2016) 25/27, pp. 2397-2411

Persistent link: https://www.econbiz.de/10011591087

Empirical study on the factors affecting bond market returns-evidence from Indian markets

Sharma, S. C.; Chhabra, Bhavna; Saxena, Navneet - In: International journal of bonds and derivatives 4 (2020) 2, pp. 114-125

Persistent link: https://www.econbiz.de/10012505157

Bayesian Inference in Spatial Stochastic Volatility Models : An Application to House Price Returns in Chicago

Taspinar, Suleyman - 2019

In this study, we propose a spatial stochastic volatility model in which the latent log-volatility terms follow a spatial autoregressive process. Though there is no spatial correlation in the outcome equation (the mean equation), the spatial autoregressive process defined for the log-volatility...

Persistent link: https://www.econbiz.de/10012900218