Similar Search Results

Should we use the stone index in the linearized almost ideal demand system?

Chan, Wing Hong; Buse, Adolf - 1997

Persistent link: https://www.econbiz.de/10000979266

Invariance, price indices and estimation in almost ideal demand systems

Buse, Adolf; Chan, Wing Hong - 1998

Persistent link: https://www.econbiz.de/10000989912

Volatility spillovers arising from the financialization of commodities

Shelton, Bryce; Chan, Wing Hong - 2016

Persistent link: https://www.econbiz.de/10011798631

Identifying the common jump component in foreign exchange returns

Chan, Wing Hong - 2004

Persistent link: https://www.econbiz.de/10002415238

A new look at copper markets : a regime-switching jump model

Chan, Wing Hong (contributor); Young, Denise (contributor) - 2009

Persistent link: https://www.econbiz.de/10003816536

Do derivative markets contain useful information for signaling “hot money” flows?

Fung, Joseph K. W.; Webb, Robert I.; Chan, Wing Hong - 2010

Persistent link: https://www.econbiz.de/10003975284

The impact of oil and natural gas facilities on rural residential property

Boxall, Peter C. (contributor); Chan, Wing Hong (contributor) - 2005 - Rev. May 24/05

Persistent link: https://www.econbiz.de/10003735103

University efficiency : a comparison of results from stochastic and non-stochastic methods

McMillan, Melville L. (contributor); … - 2003 - Rev. Jun 22/05

Persistent link: https://www.econbiz.de/10003735496

Nonlinear features of realized FX volatility

Maheu, John M. (contributor); McCurdy, Thomas H. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001699562

Real time detection of structural breaks in GARCH models

He, Zhongfang; Maheu, John M. - 2009

A sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks is proposed. Particle filtering techniques allow for fast and efficient updates of posterior quantities and forecasts in real time. The method conveniently deals with the path dependence...

Persistent link: https://www.econbiz.de/10003933353