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A better asymmetric model of changing volatility in stock and exchange rate returns: Trend-GARCH
Bauer, Christian - In: The European journal of finance 13 (2007) 1/2, pp. 65-87
Persistent link: https://www.econbiz.de/10003438032
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Extended switiching regression models with time-varying probabilities for combining forecasts
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: The European journal of finance 12 (2006) 6/7, pp. 455-472
Persistent link: https://www.econbiz.de/10003382811
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Small sample properties of GARCH estimates and persistence
Hwang, Soosung; Pereira, Pedro L. Valls - In: The European journal of finance 12 (2006) 6/7, pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
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Special issue on forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382881
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Special issue: forecasting financial markets
Dunis, Christian (contributor) - In: The European journal of finance 13 (2007) 3/4, pp. 301-395
Persistent link: https://www.econbiz.de/10003550373
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Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra; Embrechts, Paul - In: The European journal of finance 15 (2009) 7/8, pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
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Asymmetric dependence patterns in financial time series
Ammann, Manuel; Süss, Stephan - In: The European journal of finance 15 (2009) 7/8, pp. 703-719
Persistent link: https://www.econbiz.de/10003924429
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Return reversals and the compass rose : insights from high frequency options data
Versousis, Thanos; Ap Gwilym, Owain - In: The European journal of finance 17 (2011) 9/10, pp. 883-896
Persistent link: https://www.econbiz.de/10009529135
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Regime-switching models for exchange rates
Panopulu, Aikaterinē; Pantelidis, Theologos - In: The European journal of finance 21 (2015) 10/12, pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934