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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland
Osiewalski, Jacek; Pipień, Mateusz - In: Journal of econometrics 123 (2004) 2, pp. 371-391
Persistent link: https://www.econbiz.de/10002361773
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - In: Journal of econometrics 237 (2023) 2,2, pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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Econometric implications of the government budget constraint
Sims, Christopher A. - In: Journal of econometrics 83 (1998) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10001336954
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Seasonality and econometric models
Ghysels, Eric (contributor) - In: Journal of econometrics 55 (1993) 1
Persistent link: https://www.econbiz.de/10001137428
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Temporary equilibrium production models for a common-property renewable-resource sector
Capalbo, Susan M. - In: Journal of econometrics 33 (1986) 1, pp. 263-284
Persistent link: https://www.econbiz.de/10001036153
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A note on price adjustment models in disequilibrium econometrics
Mouchart, Michel - In: Journal of econometrics 2 (1986), pp. 209-217
Persistent link: https://www.econbiz.de/10001036201
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Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín - In: Journal of econometrics 61 (1994) 2, pp. 197-233
Persistent link: https://www.econbiz.de/10001155775
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New approaches to modelling, specification selection and econometric inference
Barnett, William A. (contributor);  … - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001030422