Similar Search Results - EconBiz

Foreign Exchange and the Capital Market Dynamics : New Evidence from Non-linear Autoregressive Distributed Lag Model

Omoregie, Osaretin Kayode - 2020

The purpose of this study was to investigate and analyze the relationship between foreign exchange and capital market dynamics in Nigeria from January 1999 to February 2018. The study deployed the Non-Linear-ARDL model to study the dynamics of exchange rate and the capital market in Nigeria. The...

Persistent link: https://www.econbiz.de/10012834326

Testing the lag structure of assets' realized volatility dynamics

Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - 2015

Persistent link: https://www.econbiz.de/10011289179

Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Hernandez, Jose Arreola; Al Janabi, Mazin A. M.; … - In: The journal of asset management 16 (2015) 7, pp. 467-483

Persistent link: https://www.econbiz.de/10011455734

Component-wise representations of long-memory models and volatility prediction

Proietti, Tommaso - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 668-692

Persistent link: https://www.econbiz.de/10011623820

New evidence of interest rate pass-through in Taiwan : a nonlinear autoregressive distributed lag model

Zhang, Zan; Tsai, Su-Ling; Chang, Tsangyao - In: Global economic review 46 (2017) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10011658271

Statistical estimation of linear economic relationships : distributed lags and simultaneous equations

Gupta, Yash P. - 1971

Persistent link: https://www.econbiz.de/10000049058

Delay estimation for some stationary diffusion-type processes

Küchler, Uwe; Kutoyants, Yu. A. - 1998

Persistent link: https://www.econbiz.de/10000992277

On sequential parameter estimation for some linear stochastic diffential equations with time delay

Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998

Persistent link: https://www.econbiz.de/10000998119

On the Damodaran estimator of price adjustment coefficients

Säfvenblad, Patrik - 1997

Persistent link: https://www.econbiz.de/10000976835

On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations

Küchler, Uwe; Vasiliev, Vjatscheslav A. - 2001

Persistent link: https://www.econbiz.de/10001584012

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