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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Global economic review"
~isPartOf:"Journal of econometrics"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Risk measure"
~subject:"Volatilität"
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Purchasing power parity
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Estimation
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Todorov, Viktor
13
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8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
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3
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Global economic review
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4
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1
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
Test of the Marshall-Lerner condition for eight selected Asian countries and policy implications
Hsing, Yu
- In:
Global economic review
39
(
2010
)
1
,
pp. 91-98
Persistent link: https://www.econbiz.de/10003997780
Saved in:
4
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
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