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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J. - 1996
Persistent link: https://www.econbiz.de/10000945386
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The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947718
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M. - 1998
Persistent link: https://www.econbiz.de/10000965598
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Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim - 1992
Persistent link: https://www.econbiz.de/10000836507
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele; Calzolari, Giorgio; Panattoni, Lorenzo - 1995
Persistent link: https://www.econbiz.de/10000924232
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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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