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Volatility
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15
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Journal of econometrics
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Economics letters
26
Econometric reviews
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Journal of empirical finance
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International review of financial analysis
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International journal of forecasting
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International journal of theoretical and applied finance
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The econometrics journal
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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International review of economics & finance : IREF
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Australian journal of management
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ECONIS (ZBW)
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1
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
2
Australian evidence on volatility estimation in the context of foreign exchange markets
Hartnett, Neil
;
Salimsyah, Ernawan Rahmat
;
Winsen, Joseph K.
- In:
International economics & finance journal : (IEFJ)
1
(
2006
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10003791193
Saved in:
3
Estimation of asymmetric stochastic volatility models for stock-exchange index returns
Del Carmen García Centeno, María
;
Minguez Salido, Román
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003813391
Saved in:
4
Export price volatility in
Australia
: an application of ARCH and GARCH models
Valadkhani, Abbas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003002194
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
7
Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns
Erdugan, Riza
;
Kulendran, Nada
;
Natoli, Riccardo
- In:
Financial markets and portfolio management
33
(
2019
)
4
,
pp. 417-445
Persistent link: https://www.econbiz.de/10012427806
Saved in:
8
Building multivariate time-varying smooth transition correlation GARCH models, with an application to the four largest Australian banks
Hall, Anthony
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometrics : open access journal
11
(
2023
)
1
,
pp. 1-37
recommended model building approach. The modelling cycle is illustrated using daily return series for
Australia
's four largest …
Persistent link: https://www.econbiz.de/10014281494
Saved in:
9
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000142832
Saved in:
10
The terms of trade, repudiation and default on sovereign debt
Bleaney, Michael F.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003740168
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