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Berument, Hakan; Kilinc, Zubeyir; Ozlale, Umit - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 317-324

—are defined and derived by using a time-varying parameter model with a GARCH specification. It is found that both the structural …

Persistent link: https://www.econbiz.de/10011058271

Berument, Hakan; Yuksel, Ebru - In: Physica A: Statistical Mechanics and its Applications 375 (2007) 1, pp. 265-273

for five developed countries and four emerging economies implementing inflation-targeting programs. A GARCH specification …

Persistent link: https://www.econbiz.de/10011062771