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The monthly effect in stock returns and conditional heteroscedasticity
Rosenberg, Menahem - In: The American economist : journal of Omnicron Delta … 48 (2004) 2, pp. 67-73
Persistent link: https://www.econbiz.de/10002647004
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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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The impact of German macroeconomic data announcements on the Czech financial market
Moravcová, Michala - 2015
generalized autoregressive conditional heteroscedasticity (GARCH) models are applied. Macroeconomic shocks (GDP, ZEW, IFO, factory …
Persistent link: https://www.econbiz.de/10011317142
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Identifying shocks via time-varying volatility
Lewis, Daniel J. - In: The review of economic studies : RES 88 (2021) 6, pp. 3086-3124
Persistent link: https://www.econbiz.de/10012694492
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Volatility and spillover effects of yen interventions
Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Review of international economics 21 (2013) 4, pp. 671-689
Persistent link: https://www.econbiz.de/10010211778
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Road pricing for heavy goods vehicles transport : assessing the economic impact in a disaggregated macroeconometric model
Kratena, Kurt; Puwein, Wilfried - 2002
Persistent link: https://www.econbiz.de/10001675373
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Road pricing for heavy goods vehicles transport : assessing the economic impact in a disaggregated macroeconometric model
Kratena, Kurt; Puwein, Wilfried - 2002
macroeconomic impact of the toll is estimated by using the disaggregated econometric model MULTIMAC of the Austrian economy. The …
Persistent link: https://www.econbiz.de/10011493625
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2009
Persistent link: https://www.econbiz.de/10003849502
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2009
Persistent link: https://www.econbiz.de/10003850942
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Volatility forecasting with range-based EGARCH models
Brandt, Michael W.; Jones, Christopher S. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 470-486
Persistent link: https://www.econbiz.de/10003385173