Similar Search Results

A utility-based comparison of some models of exchange rate volatility

West, Kenneth D. - In: Journal of international economics 35 (1993) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10001147269

Time-series tests of a non-expected-utility model of asset pricing

Jorion, Philippe - In: European economic review : EER 37 (1993) 5, pp. 1083-1100

Persistent link: https://www.econbiz.de/10001147298

Money demand in a flexible dynamic fourier expenditure system

Fisher, Douglas - In: Review / Federal Reserve Bank of St. Louis 76 (1994) 2, pp. 117-128

Persistent link: https://www.econbiz.de/10001332620

Nonfractional long-range dependence : long memory, antipersistence, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 4, pp. 1-18

This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …

Persistent link: https://www.econbiz.de/10012697497

Temperature anomalies, long memory, and aggregation

Vera-Valdés, J. Eduardo - In: Econometrics : open access journal 9 (2021) 1/9, pp. 1-22

-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …

Persistent link: https://www.econbiz.de/10012483296