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Modelling asymmetric exchange rate dependence
Patton, Andrew J. - In: International economic review 47 (2006) 2, pp. 527-556
Persistent link: https://www.econbiz.de/10003321487
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MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE
Patton, Andrew J. - In: International economic review 47 (2006) 2, pp. 527-556
Persistent link: https://www.econbiz.de/10006108072
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Band spectrum regression
Engle, Robert F. - In: International economic review 15 (1974) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10002140419
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Exact maximum likelihood methods for dynamic regressions and band spectrum regressions
Engle, Robert F. - In: International economic review 21 (1980) 2, pp. 391-407
Persistent link: https://www.econbiz.de/10002140492
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An asset price model of aggregate investment
Engle, Robert F.; Foley, Duncan K. - In: International economic review 16 (1975) 3, pp. 625-647
Persistent link: https://www.econbiz.de/10002140389