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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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Money and prices under uncertainty
Nakajima, Tomoyuki (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630882
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Pareto improving price regulation when the asset market is incomplete
Herings, Peter Jean-Jacques (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630884
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Equilibrium and arbitrage in incomplete asset markets with fixed prices
Herings, Peter Jean-Jacques (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001630890
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379
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Recursive equilibrium in endogenous growth models with incomplete markets
Krebs, Tom (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752558
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573