Narrow search
Showing 1 - 10 of 13
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
Hiring-risk and labor market equilibrium
Orszag, Jonathan Michael; Gylfi Zoega - 1995
Persistent link: https://www.econbiz.de/10000924222
Cover Image
Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
Cover Image
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
Cover Image
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
Cover Image
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David; Freris, Andrew F. - 1995
Persistent link: https://www.econbiz.de/10000924816
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
A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000933382