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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of monetary economics and finance"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Volatilität
Estimation
6
Schätzung
6
Volatility
6
Stochastic process
4
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Asai, Manabu
3
Chan, Joshua
2
Jawadi, Fredj
2
Meyer, Renate
2
Strachan, Rodney W.
2
Teräsvirta, Timo
2
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
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Anwar Hasan Abdullah Othman
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Anyfantaki, Sofia
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1
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1
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1
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Econometric reviews
International journal of monetary economics and finance
Econometric Institute research papers
23
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11
Journal of econometrics
3
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ECONIS (ZBW)
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On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
International journal of monetary economics and finance
8
(
2015
)
3
,
pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
5
North Africa stock markets : analysis of long memory and persistence of shocks
Onour, Ibrahim A.
- In:
International journal of monetary economics and finance
3
(
2010
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003972063
Saved in:
6
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
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