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Exchange Rate Dynamics Under S...
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81
Volatility
models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
82
Volatility
models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
83
Bayesian inference on mixture-of-experts for
estimation
of stochastic
volatility
Villagran, Alejandro
;
Huerta, Gabriel
-
2006
Persistent link: https://www.econbiz.de/10003350108
Saved in:
84
Forecasting exchange rate
volatility
in the presence of jumps
Busch, Thomas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003233706
Saved in:
85
Interest rate
volatility
prior to monetary union under alternative pre-switch regimes
Wilfling, Bernd
-
2001
Persistent link: https://www.econbiz.de/10001647468
Saved in:
86
[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]
Malkiel, Burton G.
- In:
Journal of economic literature
39
(
2001
)
3
,
pp. 945-946
Persistent link: https://www.econbiz.de/10001612432
Saved in:
87
A range-based multivariate model for exchange rate
volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
Saved in:
88
Zur Wechselkursdynamik vor der Einführung von Festkurssystemen
Maennig, Wolfgang
;
Wilfling, Bernd
- In:
Währung und wirtschaftliche Entwicklung : Festschrift …
,
(pp. 101-116)
.
2000
Persistent link: https://www.econbiz.de/10001501935
Saved in:
89
Bayesian dynamic factor models and portfolio allocation
Aguilar, Omar
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 338-357
Persistent link: https://www.econbiz.de/10001493865
Saved in:
90
An empirical application of stochastic
volatility
models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
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