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~institution:"Birkbeck College / Department of Economics"
~subject:"Risk"
~subject:"Volatilität"
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Birkbeck College / Department of Economics
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379
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20
Ekonomiska forskningsinstitutet <Stockholm>
16
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ECONIS (ZBW)
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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
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
Hiring-risk and labor market equilibrium
Orszag, Jonathan Michael
;
Gylfi Zoega
-
1995
Persistent link: https://www.econbiz.de/10000924222
Saved in:
4
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
6
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
7
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
Saved in:
8
Hiring and firing : a tale of two thresholds
Booth, Alison L.
;
Chen, Yu-Fu
;
Gylfi Zoega
-
1997
Persistent link: https://www.econbiz.de/10000974601
Saved in:
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