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Testing the stationarity of interest rates using a SUR approach
Balz, Christoph - In: Economics letters 60 (1998) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10001251594
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Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti; Tsioutsios, Alexandros; … - In: Economics letters 233 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas J. M. - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
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Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme; Shaw, Philip - In: Economics letters 125 (2014) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
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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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Moving average conditional heteroskedastic processes
Yang, Minxian - In: Economics letters 49 (1995) 4, pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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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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Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie; Tse, Yiu Kuen - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
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Power monotonicity in detecting volatility levels change
Xu, Ke-li - In: Economics letters 121 (2013) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10010187087