Narrow search
Showing 1 - 10 of 188
Cover Image
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen - In: Journal of applied econometrics 13 (1998) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
Cover Image
Conditional heteroscedasticity of exchange rates : further results based on the fractionally integrated approach
Tsui, Albert K.; Ho, Kin-Yip - In: Journal of applied econometrics 19 (2004) 5, pp. 637-642
Persistent link: https://www.econbiz.de/10002342812
Cover Image
Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Journal of applied econometrics 21 (2006) 4, pp. 409-417
Persistent link: https://www.econbiz.de/10003338620
Cover Image
Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
Cover Image
Forecasting exchange rates using feedforward and recurrent neural networks
Kuan, Chung-ming - In: Journal of applied econometrics 10 (1995) 4, pp. 347-364
Persistent link: https://www.econbiz.de/10001189127
Cover Image
Model selection with estimated factors and idiosyncratic components
Fosten, Jack - In: Journal of applied econometrics 32 (2017) 6, pp. 1087-1106
Persistent link: https://www.econbiz.de/10011862567
Cover Image
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Cover Image
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun; Maheu, John M. - In: Journal of applied econometrics 24 (2009) 5, pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Cover Image
Forecasting disconnected exchange rates
Berge, Travis J. - In: Journal of applied econometrics 29 (2014) 5, pp. 713-735
Persistent link: https://www.econbiz.de/10010414857
Cover Image
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard; Lunde, Asger - In: Journal of applied econometrics 20 (2005) 7, pp. 873-889
Persistent link: https://www.econbiz.de/10003243445