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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492
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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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Testing for volatility changes in US macroeconomic time series
Sensier, Marianne (contributor); Dijk, Dick van (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
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Short run and long run causality in time series : inference
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne (contributor); Dijk, Dick van (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
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Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000925062
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Rational bubbles and fractional alternatives
Eklund, Bruno; Nydahl, Stefan - 1998
Persistent link: https://www.econbiz.de/10000995305
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Smooth transition models
Teräsvirta, Timo - 1996
Persistent link: https://www.econbiz.de/10000953743
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Bartlett corrections in cointegration testing
Jacobson, Tor; Larsson, Rolf - 1996
Persistent link: https://www.econbiz.de/10000953744