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Inflation and inflation uncertainty in Argentina, 1810 - 2005
Thornton, John - In: Economics letters 98 (2008) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10003719140
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Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Lee, O.; Shin, Dong-wan - In: Economics letters 84 (2004) 2, pp. 167-173
Persistent link: https://www.econbiz.de/10002116204
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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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The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH model
Lee, Jim - In: Economics letters 91 (2006) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003315119
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Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku; Saikkonen, Pentti - In: Economics letters 92 (2006) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
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Unbounded heteroscedasticity in first-order autoregressive models and the EickerWhite asymptotic variance estimator
Kourogenis, Nikolaos; Pittis, Nikitas - In: Economics letters 106 (2010) 2, pp. 84-86
Persistent link: https://www.econbiz.de/10003948555
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The link between output growth and volatility : evidence from a GARCH model with panel data
Lee, Jim - In: Economics letters 106 (2010) 2, pp. 143-145
Persistent link: https://www.econbiz.de/10003948875
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The link between macroeconomic performance and variability in the UK
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Economics letters 106 (2010) 3, pp. 154-157
Persistent link: https://www.econbiz.de/10003952043
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Higher-order asymptotic properties of QML in ß-ARCH and æ-ARCH models
Iglesias, Emma M. - In: Economics letters 93 (2006) 2, pp. 261-266
Persistent link: https://www.econbiz.de/10003391936
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Structural change and estimated persistence in the GARCH(1,1)-model
Krämer, Walter; Azamo, Baudouin Tameze - In: Economics letters 97 (2007) 1, pp. 17-23
Persistent link: https://www.econbiz.de/10003575201