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Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim - In: Rivista internazionale di scienze economiche e … 40 (1993) 2, pp. 119-126
Persistent link: https://www.econbiz.de/10001140535
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Inflation level and uncertainty : evidence using Brazilian data
Issler, João Victor - In: Revista brasileira de economia : RBE ; revista da … 45 (1991) 3, pp. 473-482
Persistent link: https://www.econbiz.de/10001119750
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Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
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Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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A note on the QMLE limit theory in the non-stationary ARCH(1) model
Arvanitis, Stelios; Louka, Alexandros - In: Journal of time series econometrics 8 (2016) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10011440450
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Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab - In: Journal of mathematical finance 6 (2016) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
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The volatility of Romanian exchange rate : a GARCH approach
Pelinescu, Elena; Diaconaşu, Delia-Elena - In: Review of economics & finance 5 (2015) 4, pp. 92-99
Persistent link: https://www.econbiz.de/10011411168
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Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit - In: International journal of computational economics and … 5 (2015) 3, pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
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Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian; Mapa, Dennis - In: The Philippine review of economics : a joint … 52 (2015) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10011416114