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The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-chiang; Chen, Mei-Ping; Huang, Chun-Chie - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
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Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo; Sbrana, Giacomo - In: Quantitative finance 24 (2024) 3/4, pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
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Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon - In: The econometrics journal 26 (2023) 2, pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
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Score-driven models for realized volatility
Harvey, Andrew C.; Palumbo, Dario - 2019
Persistent link: https://www.econbiz.de/10012703124
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Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
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Testing conditional uncorrelatedness
Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10003805419
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
Persistent link: https://www.econbiz.de/10011378410
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Treatment effects with many covariates and heteroskedasticity
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K. - 2015
Persistent link: https://www.econbiz.de/10011327732
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Correlation coefficients, heteroskedasticity and contagion of financial crises
Yoon, Gawon - In: The Manchester School 73 (2005) 1, pp. 92-100
Persistent link: https://www.econbiz.de/10002556016