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Markov switching GARCH models...
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Mariano, Roberto S.
13
Brunetti, Celso
8
Scotti, Chiara
5
Diebold, Francis X.
4
Aruoba, S.Boragan
2
Gilbert, Christopher L.
2
Harris, Jeffrey H.
2
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2
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2
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2
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2
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2
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Markov switching GARCH models of currency turmoil in Southeast Asia
Brunetti, Celso
;
Scotti, Chiara
;
Mariano, Roberto S.
; …
- In:
Emerging markets review
9
(
2008
)
2
,
pp. 104-128
Persistent link: https://www.econbiz.de/10009869114
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2
A bivariate model of Federal Reserve and ECB main policy rates
Scotti, Chiara
- In:
International journal of central banking : IJCB
7
(
2011
)
3
,
pp. 37-78
Persistent link: https://www.econbiz.de/10010006902
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3
Time Series Modeling of Daily Log-Price Ranges for CHF-USD and USD-GBP
Brunetti, Celso
;
Lildholdt, Peter M.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10007891195
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4
Metals price volatility, 1972-95
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Resources policy
21
(
1995
)
4
,
pp. 237-254
Persistent link: https://www.econbiz.de/10007629685
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5
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
Brunetti, Celso
;
di Filippo, Mario
;
Harris, Jeffrey H.
- In:
The review of financial studies
24
(
2013
)
6
,
pp. 2053-2052
Persistent link: https://www.econbiz.de/10010113890
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6
Herding and Speculation in the Crude Oil Market
Brunetti, Celso
;
Büyükşahin, Bahattin
;
Harris, Jeffrey H
- In:
The energy journal
34
(
2013
)
3
,
pp. 83-104
Persistent link: https://www.econbiz.de/10010155672
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7
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10007240710
Saved in:
8
HARMLESS SPECULATION - Speculation by funds does not increase volatility in the metals markets.
Gilbert, Christopher
;
Brunetti, Celso
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
5
,
pp. 56-60
Persistent link: https://www.econbiz.de/10007078318
Saved in:
9
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
Brunetti, Celso
;
di Filippo, Mario
;
Harris, Jeffrey H.
- In:
The review of financial studies
24
(
2011
)
6
,
pp. 2053-2053
Persistent link: https://www.econbiz.de/10009016695
Saved in:
10
Real-Time Measurement of Business Conditions
Aruoba, S.Boragan
;
Diebold, Francis X.
;
Scotti, Chiara
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 417-427
Persistent link: https://www.econbiz.de/10008328093
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