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583
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Institut für Schweizerisches Bankwesen <Zürich>
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724354
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2
Learning within a Markovian environment
Rivas, Javier
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003651950
Saved in:
3
Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886
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4
Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003651568
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5
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
6
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
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7
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
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8
A mixture multiplicative error model for realized
volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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9
Forecasting realized
volatility
by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
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10
Identifying monetary policy shocks via changes in
volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
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