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~person:"Goldman, Elena"
~subject:"Exchange rate"
~subject:"Volatilität"
~subject:"purchasing power parity"
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Exchange rate
Volatilität
purchasing power parity
Markov Chain Monte Carlo algorithms
2
double truncation
2
model selection
2
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1
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Goldman, Elena
Karlsson, Sune
4
Berger, Tino
3
Everaert, Gerdie
3
Freyberger, Joachim
3
Iseringhausen, Martin
3
Neuhierl, Andreas
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Tsurumi, Hiroki
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Österholm, Pär
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Knaus, Simon D.
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Vierke, Hauke
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Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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2
ECONIS (ZBW)
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Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
Saved in:
2
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Goldman, Elena
;
Tsurumi, Hiroki
- In:
Studies in Nonlinear Dynamics & Econometrics
9
(
2007
)
2
,
pp. 1166-1166
simultaneous test of mean and covariance stationarity and discuss
model
selection
criteria. Using MCMC procedure we test the …
Persistent link: https://www.econbiz.de/10004966103
Saved in:
3
Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model
Goldman, Elena
;
Tsurumi, Hiroki
- In:
Studies in Nonlinear Dynamics & Econometrics
9
(
2005
)
2
,
pp. 1166-1166
simultaneous test of mean and covariance stationarity and discuss
model
selection
criteria. Using MCMC procedure we test the …
Persistent link: https://www.econbiz.de/10005579875
Saved in:
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