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Global foreign exchange market efficiency
Lajaunie, John P. - 1992
Persistent link: https://www.econbiz.de/10000908852
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Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris - 1997
Persistent link: https://www.econbiz.de/10000978781
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425
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Strongly dependent economic time series : theory and applications
Tieslau, Margie A. - 1992
Persistent link: https://www.econbiz.de/10000987055
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Modeling volatility dynamics
Diebold, Francis X.; García López, José A. - 1995
Persistent link: https://www.econbiz.de/10000920972
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International evidence of business-cycle nonlinearity
Rothman, Philip - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 333-341). 1996
Persistent link: https://www.econbiz.de/10001297236