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A simple nonnegative process for equilibrium models
Hsu, Alex; Palomino, Francisco - In: Economics letters 132 (2015), pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
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News impact curve for stochastic volatility models
Takahashi, Makoto; Omori, Yasuhiro; Watanabe, Toshiaki - In: Economics letters 120 (2013) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
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Spurious persistence in stochastic volatility
Messow, Philip; Krämer, Walter - In: Economics letters 121 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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GARCH with omitted persistent covariate
Han, Heejoon; Park, Joon Y. - In: Economics letters 124 (2014) 2, pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune; Österholm, Pär - In: Economics letters 186 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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Stochastic volatility and DSGE models
Andreasen, Martin Møller - In: Economics letters 108 (2010) 1, pp. 7-9
Persistent link: https://www.econbiz.de/10008661703
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A generalised stochastic volatility in mean VAR
Mumtaz, Haroon - In: Economics letters 173 (2018), pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
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The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin; McAleer, Michael - In: Economics letters 161 (2017), pp. 52-55
Persistent link: https://www.econbiz.de/10011903867