Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
Cover Image
Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo - 1995
Persistent link: https://www.econbiz.de/10000921357
Cover Image
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
Cover Image
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
Cover Image
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
Cover Image
Consumption smoothing and exchange rate volatility
Turtelboom, Bart G. - 1995
Persistent link: https://www.econbiz.de/10000931300
Cover Image
Exchange rate fluctuations and trade flows : evidence from the European Union
Dell'Ariccia, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000997267
Cover Image
Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B. - 1997
Persistent link: https://www.econbiz.de/10000975919
Cover Image
Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000975920