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A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael - In: International journal of forecasting 14 (1998) 2, pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
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Exchange rate variation, commodity price variation and the implications for international trade
Smith, C. E. - In: Journal of international money and finance 18 (1999) 3, pp. 471-491
Persistent link: https://www.econbiz.de/10001378280
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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
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Real effects of exchange rate volatility
Neumann, Manfred - In: Journal of international money and finance 14 (1995) 3, pp. 417-426
Persistent link: https://www.econbiz.de/10001187520
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Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp - In: Journal of international money and finance 17 (1998) 5, pp. 757-784
Persistent link: https://www.econbiz.de/10001253053
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Explaining exchange rate volatility : an empirical analysis of "the holy trinity" of monetary independence, fixed exchange rates, and capital mobility
Rose, Andrew - In: Journal of international money and finance 15 (1996) 6, pp. 925-945
Persistent link: https://www.econbiz.de/10001216670
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Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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A variance spillover analysis without covariances : what do we miss?
Fengler, Matthias; Gisler, Katja I. M. - In: Journal of international money and finance 51 (2015), pp. 174-195
Persistent link: https://www.econbiz.de/10011475252