The conditional heteroscedasticity of the yen-dollar exchange rate

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of applied econometrics
1. Verfasser: Tse, Yiu Kuen (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1998
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
On the stability of the excess sensitivity of aggregate consumption growth in the USA 2017 Everaert, Gerdie
Out‐of-sample return predictability : a quantile combination approach 2017 Lima, Luiz Renato
Efficient estimation of factor models with time and cross‐sectional dependence 2017 Heinemann, Alexander
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances 2017 Catania, Leopoldo
Efficient estimation of Bayesian VARMAs with time‐varying coefficients 2017 Chan, Joshua
Narrow replication of Fisman and Miguel's (2007a) "corruption, norms, and legal enforcement : evidence from diplomatic parking tickets" 2017 Magalhães, Matheus Albergaria de
The robust relationship between US food aid and civil conflict 2017 Chu, Chi-Yang
Economic transition and growth : a replication 2017 Schnurbus, Joachim
The cycle of violence in the Second Infifada : causality in nonlinear vector autoregressive models 2017 Asali, Muhammad
Anticipation, tax avoidance, and the price elasticity of gasoline demand 2017 Coglianese, John
Global credit risk : world, country and industry factors 2017 Schwaab, Bernd
Forecasting with the standardized self-perturbed Kalman filter 2017 Grassi, Stefano
Penalized quantile regression with semiparametric correlated effects : an application with heterogeneous preferences 2017 Harding, Matthew C.
Skewness risk and bond prices 2017 Ruge-Murcia, Francisco
Conventional monetary policy transmission during financial crises : an empirical analysis 2017 Dahlhaus, Tatjana
Differences between classical and bayesian estimates for mixed logit models : a replication study 2017 Elshiewy, Ossama
Euromind-D : a density estimate of monthly gross domestic product for the Euro Area 2017 Proietti, Tommaso
Modeling and forecasting large realized covariance matrices and portfolio choice 2017 Callot, Laurent A. F.
Estimating the competitive storage model with trending commodity prices 2017 Gouel, Christophe
Anchoring the yield curve using survey expectations 2017 Altavilla, Carlo
Alle Artikel auflisten