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Aggregation, persistence and volatility in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 2001

Persistent link: https://www.econbiz.de/10001600200

Aggregation, persistence and volatility in a macro model

Abadir, Karim Maher; Talmain, Gabriel - In: The review of economic studies 69 (2002) 4, pp. 749-779

Persistent link: https://www.econbiz.de/10001706120

Aggregation and persistence in a macromodel

Abadir, Karim Maher; Talmain, Gabriel - 1999

Persistent link: https://www.econbiz.de/10001462894

Aggregation and persistence in a macromodell

Abadir, Karim Maher; Talmain, Gabriel - 1998

Persistent link: https://www.econbiz.de/10001396967

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2009

Persistent link: https://www.econbiz.de/10003882203

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2010

Persistent link: https://www.econbiz.de/10008698087

Volatility spillover effect : a semiparametric analysis of non-cointegrated process

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145

Persistent link: https://www.econbiz.de/10011373301

Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers

Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2016

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the...

Persistent link: https://www.econbiz.de/10011536626

Technology spillover effects and economic integration evidence from integrating EU countries

Hafner, Kurt - In: Applied economics 46 (2014) 25/27, pp. 3021-3036

Persistent link: https://www.econbiz.de/10010418165

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - In: International journal of applied business and economic … 10 (2012) 1, pp. 85-95

Persistent link: https://www.econbiz.de/10009676058

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