Narrow search
Showing 1 - 10 of 444
Cover Image
Predicting instability
Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Cover Image
News sentiment and overshooting of exchange rates
Feuerriegel, Stefan; Wolff, Georg; Neumann, Dirk - In: Applied economics 48 (2016) 43/45, pp. 4238-4250
Persistent link: https://www.econbiz.de/10011640028
Cover Image
Asymmetric multivariate normal mixture GARCH
Haas, Markus (contributor); Mittnik, Stefan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003651581
Cover Image
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
Cover Image
Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
Cover Image
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.; Marcucci, Juri - In: Journal of econometrics 132 (2006) 1, pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Cover Image
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Cover Image
Multivariate normal mixture GARCH
Haas, Markus (contributor); Mittnik, Stefan (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003351679
Cover Image
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Cover Image
Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704