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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T. - 1994
Persistent link: https://www.econbiz.de/10000920922
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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Econometric evaluation of asset pricing models
Hansen, Lars Peter; Heaton, John; Luttmer, Erzo Gerrit Jan - 1993
Persistent link: https://www.econbiz.de/10000878768
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Estimating conditional expectations when volatility fluctuates
Stambaugh, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000878800
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The cure can be worse than the disease : a cautionary tale regarding instrumental variables
Bound, John; Jaeger, David A.; Baker, Regina - 1993
Persistent link: https://www.econbiz.de/10000878824
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On inflation and output with costly price changes : a simple unifying result
Bénabou, Roland; Konieczny, Jerzy D. - 1993
Persistent link: https://www.econbiz.de/10000878828
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Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter; Scheinkman, José Alexandre - 1993
Persistent link: https://www.econbiz.de/10000879019
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Inventory models
West, Kenneth D. - 1993
Persistent link: https://www.econbiz.de/10000879024
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027