Narrow search
Showing 1 - 10 of 3,123
Cover Image
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar; Goswami, Anindya - In: International journal of financial engineering 6 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Cover Image
GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James T. - 1992
Persistent link: https://www.econbiz.de/10000122460
Cover Image
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
Cover Image
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Mohy El Din, Tarek - 1997
Persistent link: https://www.econbiz.de/10000623956
Cover Image
The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Kugler, Peter - 1992
Persistent link: https://www.econbiz.de/10000146757
Cover Image
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147717
Cover Image
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele; Maravall Herrero, Agustín - 1994
Persistent link: https://www.econbiz.de/10000147942
Cover Image
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000151421
Cover Image
Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
Cover Image
Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159