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Semi-parametric forecasting of realized volatility

Becker, Ralf; Clements, Adam; Hurn, Stan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10009521204

The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

Bårdsen, Gunnar; Becker, Ralf; Hurn, Stan - In: Contemporary issues in economics and econometrics : …, (pp. 147-161). 2004

Persistent link: https://www.econbiz.de/10002544738

Die verallgemeinerte Momentenmethode (Generalized Method of Moments - GMM) : Darstellung und Anwendung

Becker, Ralf - 1998

In dieser Arbeit wird die Schätzmethode der Verallgemeinerten Momente (Generalized Method of Moments - GMM) vorgestellt. Neben der formalen Darstellung wird besonderes Augenmerk auf die notwendige Schätzung der Gewichtungsmatrix und auf Testmethoden im Rahmen der GMM gelegt. Anhand einer...

Persistent link: https://www.econbiz.de/10010489372

Die verallgemeinerte Momentenmethode : Darstellung und Anwendung

Becker, Ralf - 1998

Persistent link: https://www.econbiz.de/10000988652

Estimating the parameters of stochastic volatility models using option price data

Hurn, Stan; Lindsay, K. A.; McClelland, Andrew - 2012

Persistent link: https://www.econbiz.de/10009665916

Volatility transmission in global financial markets

Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of empirical finance 32 (2015), pp. 3-18

Persistent link: https://www.econbiz.de/10011556742

Estimating the parameters of stochastic volatility models using option price data

Hurn, Stan; Lindsay, Kenneth A.; McClelland, Andrew - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011403243

Dollar-deutschemark polarisation : comparing the pound and franc

Forder, James; Hurn, Stan - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 217-231

Persistent link: https://www.econbiz.de/10001777897

On the specification of the drift and diffusion functions for continuous-time models of the spot interest rate

Hurn, Stan; Lindsay, Kenneth A. - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 547-564

Persistent link: https://www.econbiz.de/10001741995

Causal change detection in possibly integrated Systems : revisiting the money-income relationship

Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - 2016

Persistent link: https://www.econbiz.de/10011647390

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