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~isPartOf:"Economics letters"
~person:"Andersen, Torben G."
~person:"Huber, Florian"
~person:"Shang, Yuhuang"
~subject:"Stochastic volatility"
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Stochastic volatility
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Andersen, Torben G.
Huber, Florian
Shang, Yuhuang
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Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian
- In:
Economics letters
150
(
2017
),
pp. 48-52
Persistent link: https://www.econbiz.de/10011762629
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2
An extension of stochastic
volatility
model with mixed frequency information
Shang, Yuhuang
;
Liu, Lulu
- In:
Economics letters
155
(
2017
),
pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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