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~isPartOf:"Environmental modeling & assessment"
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~subject:"ARCH model"
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Phillips, Peter C. B.
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4
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4
Ng, Serena
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4
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303
Journal of applied econometrics
302
The review of economics and statistics
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ECONIS (ZBW)
564
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1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
2
Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
Saved in:
3
Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
4
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
5
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
6
Measuring the welfare cost of climate change policies : a comparative assessment based on the computable general equilibrium model GEMINI-E3
Bernard, Alain
;
Vielle, Marc
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 199-217
Persistent link: https://www.econbiz.de/10001962602
Saved in:
7
Coupling climate damages and GHG abatement costs in a linear programming framework
Labriet, M.
;
Loulou, Richard
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 261-274
Persistent link: https://www.econbiz.de/10001962626
Saved in:
8
Experimental and non-experimental evaluation of economic policy and models
Ham, John C.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002526525
Saved in:
9
Estimating regional trade agreement effects on FDI in an interdependent
world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
Saved in:
10
Competitive markets for pollution permits : impact on factor income and international equilibrium
Jouvet, Pierre-André
;
Michel, Philippe
;
Rotillon, Gilles
- In:
Environmental modeling & assessment
15
(
2010
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10008653792
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