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Non-linear dynamics and endogenous cycles
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Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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Long-term memory and chaos : a note
Abraham-Frois, Gilbert
- In:
Non-linear dynamics and endogenous cycles
,
(pp. 185-201)
.
1998
Persistent link: https://www.econbiz.de/10001323727
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Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
-by-step analysis with R and Russian market data is provided. Four classes of models are considered (GARCH, HAR,
ARFIMA
, and realized …
Persistent link: https://www.econbiz.de/10012591721
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Industry effects of monetary policy in Germany
Hayo, Bernd
;
Uhlenbrock, Birgit
- In:
Regional aspects of monetary policy in Europe
,
(pp. 127-158)
.
2000
Persistent link: https://www.econbiz.de/10001495327
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