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Creating and using volatility forecasts
Kroner, Kenneth F. - 1996
Persistent link: https://www.econbiz.de/10000168062
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Long swings in exchange rates : are they really in the data
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168295
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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 time deformation : an application of trading volume and leverage effects
Ghysels, Eric; Jasiak, Joann - 1994
Persistent link: https://www.econbiz.de/10000898668
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Modelling volatility in the foreign exchange market with ARCH processes
Fell, John P. C. - 1994
Persistent link: https://www.econbiz.de/10000898898
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Comment on Jacquier, Polson, and Rossi's Bayesian analysis of stochastic volatility models
Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10000899492
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Foreign direct investment, exchange rate variability and demand uncertainty
Goldberg, Linda S.; Kolstad, Charles D. - 1994
Persistent link: https://www.econbiz.de/10000902920
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The effect of costly consumption adjustment on asset price volatility
Marshall, David Aaron; Parekh, Nayan G. - 1994
Persistent link: https://www.econbiz.de/10000903976
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Asset return volatility with extremely small costs of consumption adjustment
Marshall, David Aaron - 1994
Persistent link: https://www.econbiz.de/10000903982