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Prewar and Postwar Macroeconom...
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110
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101
Sign- and
volatility
-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio
- In:
Journal of applied econometrics
12
(
1997
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
Saved in:
102
Besteht Long Memory in Devisenkursen? : Eine semiparametrische Analyse
Barth, Wolfgang
;
Bomsdorf, Eckart
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
2
,
pp. 158-175
Persistent link: https://www.econbiz.de/10001220250
Saved in:
103
Volatility
clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
- In:
Financial engineering and the Japanese markets
4
(
1997
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001222633
Saved in:
104
An artificial neural network-GARCH model for international stock return
volatility
Donaldson, R. Glen
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
Saved in:
105
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Saved in:
106
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
107
Modeling
volatility
dynamics
Diebold, Francis X.
;
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945662
Saved in:
108
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
109
Volatility
clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
110
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
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