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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168325
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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On the role of the single currency ECU
Ranki, Sinimaaria - 1995
Persistent link: https://www.econbiz.de/10000906412
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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994
Persistent link: https://www.econbiz.de/10000884776
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Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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Monetary policy in the ERM : internal targets or external constraints?
Ranki, Sinimaaria - 1997
Persistent link: https://www.econbiz.de/10000959836
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Monetary policy in a bipolar international monetary system
Ranki, Sinimaaria - 1998
Persistent link: https://www.econbiz.de/10000982998
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444