Narrow search
Showing 1 - 10 of 4,244
Cover Image
Maximum likelihood estimation of continuous-time diffusion models for exchange rates
Choi, Seungmoon; Lee, Jaebum - In: East Asian economic review 24 (2020) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10012225756
Cover Image
Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
Cover Image
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001606888
Cover Image
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Cover Image
Alternative maximum likelihood estimation of structural vector autoregressive models partially identified with short-run restrictions
Jang, Kyungho - In: Journal of money, credit and banking : JMCB 45 (2013) 2/3, pp. 465-476
Persistent link: https://www.econbiz.de/10009759303
Cover Image
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
Cover Image
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Cover Image
Extreme co-movements and dependencies in volatility of exchange rate among US dollar and emerging currencies : a GAS-GARCH-student-t model
Sy, Aida; Derbali, Abdelkader; Ayeche, Manel Ben - In: African journal of accounting, auditing and finance : AJAAF 4 (2015) 3, pp. 246-272
Persistent link: https://www.econbiz.de/10011513939
Cover Image
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo; Polasek, Wolfgang - In: Optimization, dynamics, and economic analysis : essays …, (pp. 389-400). 2000
Persistent link: https://www.econbiz.de/10001497195
Cover Image
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben; Bollerslev, Tim; Lange, Steve - In: Journal of empirical finance 6 (1999) 5, pp. 457-477
Persistent link: https://www.econbiz.de/10001505784