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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874523
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Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry; Topol, Richard - 1993
Persistent link: https://www.econbiz.de/10000874529
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Distributed lag analysis: the "Padé z-transform" method
Claverie, Pierre; Szpiro, Daniel; Topol, Richard - 1985
Persistent link: https://www.econbiz.de/10000686384
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Identification des modèles à fonction de transfert : la méthode Padé-transformée en z
Claverie, Pierre - In: Annales d'économie et de statistique (1990), pp. 145-161
Persistent link: https://www.econbiz.de/10001113090
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Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry; Topol, Richard - 1996
Persistent link: https://www.econbiz.de/10000950013
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Distributed lag analysis : the "Padé z-transfom" method
Claverie, Pierre - In: Journal of economic dynamics & control 10 (1986) 1, pp. 157-161
Persistent link: https://www.econbiz.de/10001027227