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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147732
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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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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1994
Persistent link: https://www.econbiz.de/10000897287
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Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.; Schotman, Peter C. - 1994
Persistent link: https://www.econbiz.de/10000904013
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Exchange rate regimes, real exchange rate volatility and bilateral trade flows : the US-Germany case
Zarkos, Spyridon George - 1994
Persistent link: https://www.econbiz.de/10000938906
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How small shocks and heterogeneous expectations can create swings in the exchange rate
Sløk, Torsten; Sørensen, Jens Peter - 1997
Persistent link: https://www.econbiz.de/10000956407
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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Australian financial market volatility : an exploration of cross-country and cross-market linkages
Kortian, Tro; O'Regan, James - 1996
Persistent link: https://www.econbiz.de/10000956668
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M. - 1998
Persistent link: https://www.econbiz.de/10000965598
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Neglected common factors in exchange rate volatility
Mahieu, Ronald J.; Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846611