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To react or not? : technology shocks, fiscal policy and welfare in the EU-3
Malley, James R.; Philippopulos, Apostolēs; Woitek, Ulrich - In: European economic review : EER 53 (2009) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10003882535
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The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter; Zhou, Zhong-guo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
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Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
Yang, Minxian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10009521860
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Exchange-rate volatility and trade : a semiparametric approach
Mukherjee, Debasri; Pozo, Susan - In: Applied economics 43 (2011) 13/15, pp. 1617-1627
Persistent link: https://www.econbiz.de/10009239338
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What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
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Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
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Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412