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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"The econometrics journal"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
Fiscal policy
Geldnachfrage
Volatilität
Estimation
3
Schätzung
3
Volatility
3
Börsenkurs
2
Exchange rate
2
Share price
2
Stochastic process
2
Stochastischer Prozess
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Time series analysis
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1982-2003
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ARCH model
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Geldpolitik
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Inflation
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Modellierung
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Hsing, Yu
McAleer, Michael
Asai, Manabu
2
Saikkonen, Pentti
2
Anwar Hasan Abdullah Othman
1
Badawi, Ahmed A. A.
1
Bannaga, Alamedin A.
1
Ben-Lalouna, Salma
1
Bin Haron, Razali
1
Bitzenis, Aristidis P.
1
Chebbi, Tarek
1
Choi, In
1
Czudaj, Robert
1
Derbali, Abdelkader
1
Ferriani, Fabrizio
1
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1
Harvey, David I.
1
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1
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1
Jacobson, Tor
1
Kim, Yoon-chul
1
Lanne, Markku
1
Larsson, Rolf
1
Lee, Ki-dong
1
Lee, Seo-Hyeong
1
Leybourne, Stephen James
1
Liu, Qiang
1
Liu, Zhi
1
Lyhagen, Johan
1
Marangos, John
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Mishra, Ritesh Kumar
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Nessén, Marianne
1
Onour, Ibrahim A.
1
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1
Pearlman, Joseph
1
Pong, Shiuyan
1
Shackleton, Mark B.
1
Sharma, Chandan
1
Sluis, Pieter J. van der
1
Syed Musa Alhabshi
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International journal of monetary economics and finance
The econometrics journal
Econometric Institute research papers
21
Working paper
13
Discussion paper / Tinbergen Institute
11
Econometric reviews
4
Journal of econometrics
3
Applied economics letters
2
Global economy journal : GEJ
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
The empirical economics letters : a monthly international journal of economics
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Applied economics
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Business and Economic Research : BER
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Cogent economics & finance
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Econometrics : open access journal
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Economies : open access journal
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Global economic review
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Handbook of applied econometrics and statistical inference
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Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
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International journal of economic sciences and applied research : IJESAR
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International journal of economics and business research
1
International journal of forecasting
1
International journal of trade and global markets
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Journal of Asian finance, economics and business : JAFEB
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Journal of economic development
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of social and economic policy
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Managerial finance
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Modern economy
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Prague economic papers : a bimonthly journal of economic theory and policy
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South-east European journal of economics and business
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The Korean economic review
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ECONIS (ZBW)
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1
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:
2
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
3
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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