Narrow search
Showing 1 - 10 of 43
Cover Image
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - 1994
Persistent link: https://www.econbiz.de/10000896902
Cover Image
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Cover Image
Alternative estimators for factor garch models : a Monte Carlo comparison
Lin, Wen-ling Tsai - In: Journal of applied econometrics 7 (1992) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001129483
Cover Image
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
Cover Image
Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990
Persistent link: https://www.econbiz.de/10000803369
Cover Image
Heteroskedastic intra-daily volatility in the foreign exchange market : estimation, identification and forecasting
Lin, Wen-ling Tsai - 1989
Persistent link: https://www.econbiz.de/10000825919
Cover Image
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988
Persistent link: https://www.econbiz.de/10000757954
Cover Image
Price volatility and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi - 1993
Persistent link: https://www.econbiz.de/10000881895
Cover Image
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Cover Image
Where does the meteor shower come from? : The role of stochastic policy coordination
Itō, Takatoshi - In: Journal of international economics 32 (1992) 3, pp. 221-240
Persistent link: https://www.econbiz.de/10001124946