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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"The econometrics journal"
~person:"Lanne, Markku"
~person:"Stadtmann, Georg"
~subject:"Wechselkurs"
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Discussion papers / Helsinki Center of Economic Research : discussion paper
The econometrics journal
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The relevance of accuracy for the impact of macroeconomic news on volatility
Laakkonen, Helinä
;
Lanne, Markku
-
2009
Persistent link: https://www.econbiz.de/10003836433
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2
Asymmetric news effects on volatility : good vs. bad news in good vs. bad times
Laakkonen, Helina
(
contributor
);
Lanne, Markku
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003666187
Saved in:
3
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
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