Narrow search
Showing 1 - 10 of 172,797
Cover Image
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Cover Image
Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data
Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30
Persistent link: https://www.econbiz.de/10010468803
Cover Image
Small-sample inference with spatial HAC estimators
Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
Cover Image
Estimating cross-sectional regressions in event studies with conditional heteroskedasticity and regression designs that have leverage
Karafiath, Imre - In: International journal of managerial finance : IJMF 10 (2014) 4, pp. 418-431
Persistent link: https://www.econbiz.de/10010411856
Cover Image
Predictive Quantile Regressions Under Persistence and Conditional Heteroskedasticity
Fan, Rui - 2019
parameters in the limit theory, whose estimation errors can be another source of distortion. We propose a size …-corrected bootstrap inference thereby avoiding the nuisance parameter estimation. The bootstrap consistency is shown even with the …
Persistent link: https://www.econbiz.de/10012901370
Cover Image
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Cover Image
Nonparametric estimation of the determinants of inefficiency
Parmeter, Christopher F.; Wang, Hung-jen; Kumbhakar, Subal - In: Journal of productivity analysis 47 (2017) 3, pp. 205-221
Persistent link: https://www.econbiz.de/10011878362
Cover Image
The log of gravity at 15
Silva, João Santos; Tenreyro, Silvana - In: Portuguese economic journal 21 (2022) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10013463066
Cover Image
Empirical model for forecasting exchange rate dynamics : the GO-GARCH approach
Isenah, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 7 (2016) 1, pp. 179-208
The study aimed at determining a set of superior generalized orthogonal-GARCH (GO-GARCH) models for forecasting time-varying conditional correlations and variances of five foreign exchange rates vis-à-vis the Nigerian Naira. Daily data covering the period 02/01/2009 to 19/03/2015 was used, and...
Persistent link: https://www.econbiz.de/10011534717
Cover Image
On the origins of conditional heteroscedasticity in time series
Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10010192152