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A S.A.F.E. approach to risk : saddlepoint approximations in financial econometrics
Broda, Simon A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640172
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The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of international financial markets, … 33 (2014), pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
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Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo; Veredas, David - In: Journal of forecasting 34 (2015) 3, pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
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Heterocedasticity robust panel unit root tests
Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 112-135
Persistent link: https://www.econbiz.de/10010380473
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Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
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A panel-regressions investigation of exchange rate volatility
Grossmann, Axel; Orlov, Alexei G. - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 303-326
Persistent link: https://www.econbiz.de/10010471892
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Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Szafranek, Karol - In: International review of economics & finance : IREF 76 (2021), pp. 229-245
Persistent link: https://www.econbiz.de/10013175802
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Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi; Sehgal, Sanjay - In: Journal of economic integration : jei 34 (2019) 4, pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
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Economic and financial modelling with EViews : a guide for students and professionals
Aljandali, Abdulkader; Tatahi, Motasam - 2018
This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and...
Persistent link: https://www.econbiz.de/10011952696
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Random autoregressive models : a structured overview
Regis, Marta; Serra, Paulo; Heuvel, Edwin R. van den - In: Econometric reviews 41 (2022) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10013167604