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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of banking & finance"
~person:"Hamori, Shigeyuki"
~person:"Kunst, Robert M."
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
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3
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Estimation
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Exchange rate
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Hamori, Shigeyuki
Kunst, Robert M.
Gil-Alaña, Luis A.
4
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2
Baum, Christopher F.
2
Caporale, Guglielmo Maria
2
Cuñado Eizaguirre, Juncal
2
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Cowles Foundation discussion paper
Applied financial economics
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3
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ECONIS (ZBW)
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Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
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2
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
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3
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Saved in:
4
Modelling exchange rates : long-run dependence versus conditional heteroscedasticity
Hauser, Michael A.
- In:
Applied financial economics
4
(
1994
)
3
,
pp. 233-239
Persistent link: https://www.econbiz.de/10001164930
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