Similar Search Results - EconBiz

An extended constant conditional correlation GARCH model and its fourth-moment-structure

He, Changli (contributor); Teräsvirta, Timo (contributor) - 2002 - [Elektronische Ressource]

The constant conditional correlation GARCH model is probably the most frequently applied multivariate GARCH model. In this paper we consider an extension to this model and examine its fourth-moment structure. The extension, first considered by Jeantheau (1998), is motivated by the result found...

Persistent link: https://www.econbiz.de/10001693116

Working time, employment, and work sharing

Jacobson, Tor; Ohlsson, Henry - 1996

Persistent link: https://www.econbiz.de/10000953735

Pricing-to-market in Swedish exports

Alexius, Annika; Vredin, Anders - 1996

Persistent link: https://www.econbiz.de/10000956019

Do buyers and sellers behave similarly in a limit order book? : A high-frequency data examination of the Finnish stock exchange

Hedvall, Kaj; Niemeyer, Jonas; Rosenqvist, Gunnar - 1997

Persistent link: https://www.econbiz.de/10000958052

Monetary policy and the fisher effect

Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000958081

A multiple output stochastic ray frontier production model

Löthgren, Mickael - 1997

Persistent link: https://www.econbiz.de/10000958082

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

Reaction function estimation when central banks face adjustment costs

Roszbach, Kasper - 1997

Persistent link: https://www.econbiz.de/10000958430

A smooth transition ARCH model for asset returns

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959364

Modeling Nordic stock returns with asymmetric GARCH models

Hagerud, Gustaf E. - 1997

Persistent link: https://www.econbiz.de/10000959372

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