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Volatility expectations and asymmetric effects of direct interventions in the FX market
Beine, Michel - In: Journal of the Japanese and international economies : … 17 (2003) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10001757985
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840658
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2012
Persistent link: https://www.econbiz.de/10009500252
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Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009524285
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2011
Persistent link: https://www.econbiz.de/10009532945
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Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - 2016
Persistent link: https://www.econbiz.de/10011419179
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Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013
Persistent link: https://www.econbiz.de/10010252319
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Combining distributions of real-time forecasts : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010488366
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On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2012
Persistent link: https://www.econbiz.de/10009515469