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Andersen, Torben (contributor) - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 159-179

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Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000

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Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000

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Andersen, Torben - 2016

ARCH and stochastic volatility models. We consider two major dollar exchange rates, and we show that returns standardized …

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Haas, Markus (contributor); Mittnik, Stefan (contributor); … - 2006

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Janus, Paweł; Koopman, Siem Jan; Lucas, André - In: Journal of empirical finance 29 (2014), pp. 187-206

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Janus, Paweł; Koopman, Siem Jan; Lucas, André - 2011

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Antwi, Albert; Gyamfi, Emmanuel Numapau; Adam, Anokye M. - In: Journal of forecasting 43 (2024) 7, pp. 2731-2748

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Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998

. The methodology is hybrid because it combines a formaltesting procedure with volatility curve pattern recognition based …

Persistent link: https://www.econbiz.de/10011299968

Babikir, Ali; Hassan, Mohammed Elamin; Mwambi, Henry - In: Annals of economics and statistics 135 (2019), pp. 57-68

Persistent link: https://www.econbiz.de/10012306029