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Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi; Lu, Jin; Pelletier, Denis - In: Journal of financial econometrics 19 (2021) 1, pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of econometrics 131 (2006) 1/2, pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
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Short run inflation expectations : evidence from a monthly survey
Pearce, Douglas Kenneth - 1985
Persistent link: https://www.econbiz.de/10000700623
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An empirical analysis of expected stock price movements
Pearce, Douglas Kenneth - 1983
Persistent link: https://www.econbiz.de/10000703660
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Federal Reserve System
Pearce, Douglas Kenneth - 2007
Persistent link: https://www.econbiz.de/10003728912
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Information, expectations, and foreign exchange market efficiency
Pearce, Douglas Kenneth - In: International financial markets and agricultural trade …, (pp. 114-260). 1990
Persistent link: https://www.econbiz.de/10001273973
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Discount window borrowing and federal reserve operating regimes
Pearce, Douglas Kenneth - In: Economic inquiry : journal of the Western Economic … 31 (1993) 4, pp. 564-579
Persistent link: https://www.econbiz.de/10001153248
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The robustness of calendar anomalies in daily stock returns
Pearce, Douglas Kenneth - In: Journal of economics and finance 20 (1996) 3, pp. 69-80
Persistent link: https://www.econbiz.de/10001231668
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A bootstrap approach to moment selection
Inoue, Atsushi - In: The econometrics journal 9 (2006) 1, pp. 48-75
Persistent link: https://www.econbiz.de/10003320194
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Efficient estimation and inference in linear pseudo-panel data models
Inoue, Atsushi - In: Journal of econometrics 142 (2008) 1, pp. 449-466
Persistent link: https://www.econbiz.de/10003608210