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The ACR model: a multivariate...
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Volatility
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ECONIS (ZBW)
499
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1
Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang
;
Ng, Andrew C.Y.
;
Chan, Wai-Sum
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011573584
Saved in:
2
Empirical search and characterization of contemporaneity using breaks and regime switching
Delbianco, Fernando
;
Fioriti, Andrés
- In:
Estudios económicos
34
(
2017
)
68
,
pp. 74-91
Persistent link: https://www.econbiz.de/10011947762
Saved in:
3
Structural breaks and GARCH modelling
Hall, Stephen G.
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000142698
Saved in:
4
Forecasting in the presence of structural breaks and model uncertainty
Rapach, David E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003731593
Saved in:
5
Exchange rate regimes, foreign exchange volatility, and export performance in Central and Eastern Europe : just another blur project?
Égert, Balázs
;
Morales Zumaquero, Amalia
- In:
Review of development economics
12
(
2008
)
3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10003753191
Saved in:
6
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
7
A state-level analysis of the great moderation
Owyang, Michael T.
(
contributor
); …
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003740527
Saved in:
8
Cross-country evidence on output growth volatility : nonstationary variance and GARCH models
Fang, Wen-shwo
;
Miller, Stephen M.
;
Lee, ChunShen
- In:
Scottish journal of political economy : the journal of …
55
(
2008
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10003742974
Saved in:
9
The impact of North American BSE events on live cattle futures prices
Jin, Yanhong
;
Power, Gabriel J.
;
Elbakidze, Levan
- In:
American journal of agricultural economics
90
(
2008
)
5
,
pp. 1279-1286
Persistent link: https://www.econbiz.de/10003783418
Saved in:
10
The impact of structural break to permanent and transitory components of Malaysian stock market
Chin, Wen Cheong
;
Isa, Zaidi
;
Abu Hassan Shaari Mohd Nor
- In:
Journal of quantitative economics : official journal of …
5
(
2007
)
2
,
pp. 83-94
Persistent link: https://www.econbiz.de/10003789602
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