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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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Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
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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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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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Non-neutrality and uncertainty in a model of growth
Varvarigos, Dimitrios (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002077778
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Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon (contributor); Osborn, Denise R. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
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Changes in variability of the business cycle in the G7 countries
Dijk, Dick van (contributor); Osborn, Denise R. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
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On the relationship between growth and volatility in learning-by-doing economies
Blackburn, Keith (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557937