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A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
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Long swings in exchange rates : are they really in the data?
Klaassen, Franc - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10002583998
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Combining p-values for multivariate predictive ability testing
Spreng, Lars; Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
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Long memory in foreign-exchange rates
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
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Tail estimates of East European exchange rates
Koedijk, Kees - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10001120242
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Exchange rates and import prices in the United States : a varying-parameter estimation of exchange-rate pass-through
Kim, Yoonbai - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 3, pp. 305-315
Persistent link: https://www.econbiz.de/10001089544
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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
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The message in daily exchange rates : a conditional-variance tale
Baillie, Richard - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001069396