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~institution:"Birkbeck College / Department of Economics"
~institution:"European University Institute / Department of Economics"
~institution:"Europäische Kommission"
~institution:"International Monetary Fund"
~isPartOf:"Discussion paper in financial economics : FE"
~language:"eng"
~subject:"EU-Staaten"
~subject:"Großbritannien"
~subject:"Monetary policy"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
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1995
Persistent link: https://www.econbiz.de/10000924260
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2
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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Consumption, financial liberalisation and income shocks : what can we learn from the UK?
Miles, David
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1993
Persistent link: https://www.econbiz.de/10000932126
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4
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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