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A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance - 1991
Persistent link: https://www.econbiz.de/10000832855
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GARCH-Prozesse als Modelle für Devisenkurse
Bärlocher, Jürg - 1992
Persistent link: https://www.econbiz.de/10000839888
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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
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Testing the random walk hypothesis of daily weekly yen-dollar exchange rates in S. Taylor's model
Kariya, Takeaki; Matsue, Yumiko - 1989
Persistent link: https://www.econbiz.de/10000873193
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Two essays in international economics
Selover, David D. - 1991
Persistent link: https://www.econbiz.de/10000880699
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Forecast selection by conditional predictive ability tests : an application to the yen/dollar exchange rate
Kawakami, Kei (contributor) - 2008
Persistent link: https://www.econbiz.de/10003639008
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach
Raknerud, Arvid; Skare, Øivind - 2010
Persistent link: https://www.econbiz.de/10003950031
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886