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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
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Valuation ratios and long-horizon stock price predictability
Rapach, David E.; Wohar, Mark E. - In: Journal of applied econometrics 20 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10002807202
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Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack K. - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10007915187
Cover Image
Valuation ratios and long-horizon stock price predictability
Rapach, David E.; Wohar, Mark E. - In: Journal of applied econometrics 20 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10006960025
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Jumps, cojumbs and macro announcements
Lahaye, Jérôme; Laurent, Sébastien; Neely, Christopher J. - In: Journal of applied econometrics 26 (2011) 6, pp. 893-921
Persistent link: https://www.econbiz.de/10009408895
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Jumps, cojumps and macro announcements
Lahaye, Jérôme; Laurent, Sébastien; Neely, Christopher J. - In: Journal of applied econometrics 26 (2011) 6, pp. 893-922
Persistent link: https://www.econbiz.de/10009290257