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Editor’s introduction

Bauwens, Luc; Pohlmeier, Winfried; Veredas, David - In: Empirical Economics 30 (2006) 4, pp. 791-794

Persistent link: https://www.econbiz.de/10005758453

Monitoring and forecasting annual public deficit every month: the case of France

Silvestrini, Andrea; Salto, Matteo; Moulin, Laurent; … - In: Empirical Economics 34 (2008) 3, pp. 493-524

Persistent link: https://www.econbiz.de/10005382360

Macroeconomic surprises and short-term behaviour in bond futures

Veredas, David - In: Empirical Economics 30 (2006) 4, pp. 843-866

Persistent link: https://www.econbiz.de/10005166633

On the Simultaneity of Innovations and Market Structure.

Pohlmeier, Winfried - In: Empirical Economics 17 (1992) 2, pp. 253-72

Persistent link: https://www.econbiz.de/10005759481

Modelling financial transaction price movements: a dynamic integer count data model

Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical Economics 30 (2006) 4, pp. 795-825

Persistent link: https://www.econbiz.de/10005612938

Asymmetric ACD models: Introducing price information in ACD models

Bauwens, Luc; Giot, Pierre - In: Empirical Economics 28 (2003) 4, pp. 709-731

This paper proposes an asymmetric autoregressive conditional duration (ACD) model, which extends the ACD model of Engle and Russell (1998). The asymmetry consists of letting the duration process depend on the state of the price process. If the price has increased, the parameters of the ACD model...

Persistent link: https://www.econbiz.de/10005382273

Exchange rate volatility and the mixture of distribution hypothesis

Bauwens, Luc; Rime, Dagfinn; Sucarrat, Genaro - In: Empirical Economics 30 (2006) 4, pp. 889-911

Persistent link: https://www.econbiz.de/10005612966