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A cointegration model of age-specific fertility and female labor supply in the United States
McNown, Robert F. - In: Southern economic journal 70 (2003) 2, pp. 344-358
Persistent link: https://www.econbiz.de/10001822188
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Long memory, realized volatility and HAR models
Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, … - 2019
The presence of long memory in Realized Volatility (RV) is a widespread stylized fact. The origins of long memory in RV have been attributed to jumps, structural breaks, non-linearities, or pure long memory. An important development has been the Heterogeneous Autoregressive (HAR) model and its...
Persistent link: https://www.econbiz.de/10011964976
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133
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On the cross of conditionally expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
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Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
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Is the endogenous business cycle dead?
Goldstein, Jonathan P. - In: Southern economic journal 63 (1997) 4, pp. 962-977
Persistent link: https://www.econbiz.de/10001218628
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The Fischer Black hypothesis : some time-series evidence
Caporale, Tony - In: Southern economic journal 64 (1997) 3, pp. 765-771
Persistent link: https://www.econbiz.de/10001236238
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Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531