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ARCH model
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Abanto-Valle, Carlos A.
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Castro Cepero, Luis M.
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Fernández Prada Saucedo, Jean Pierre
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Energy economics
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Finance research letters
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International review of financial analysis
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Journal of empirical finance
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International review of economics & finance : IREF
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Journal of banking & finance
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Economics letters
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Journal of international financial markets, institutions & money
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Applied financial economics
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Discussion paper / Tinbergen Institute
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International journal of forecasting
96
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Journal of forecasting
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Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The journal of futures markets
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Econometric theory
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Econometric Institute research papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
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Econometric reviews
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Journal of international money and finance
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International journal of economics and finance
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
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Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
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