|
|
Role of Exchange-Rate Volatility in US Import Price Pass-Through Relationships
– Robert C Feenstra, Wing Thye Woo, Steve Sheffrin, Jon David Kendall, Jon David Kendall
- 1989
|
|
|
Address for correspondence:
– Elena Andreou, Ra Pelloni, Marianne Sensier, Elena Andreou, Marianne Sensier, Elena Andreou
- 2003
|
|
1
|
One-Sided Testing for ARCH Effect Using Wavelets
– Yongmiao Hong, Jin Lee
- 1999
|
|
|
Outliers in time series: A review *
– Jussi Tolvi
|
|
|
The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency
– Debra Ann Skaradzinski
- 2003
|
|
|
TIME SERIES ANALYSIS
– unknown authors
|
|
|
Forthcoming in L. Blume and S. Durlauf (eds.), The New Palgrave Dictionary of Economics, Second Edition. London: MacmillanTIME SERIES ANALYSIS
– F. X. Diebold, L. Kilian, M. Nerlove, Marc Nerlove, L. Kilian, M. Nerlove, F. X. Diebold, L. Kilian, M. Nerlove
- 2006
|
|
|
Does Inflation Uncertainty Affect Output Growth? Further Evidence
– Dennis J
|
|
|
TESTS OF THE MARTINGALE HYF’OTHESIS FOR FOREIGN CURRENCY FUTURES WITH TIME-VARYING VOLATILITY
– Thomas H. Mccurdy, Ieuan G. Morgan
|
|
|
Prediction in ARMA . . .
– Menelaos Karanasos
- 1999
|
|
4
|
Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
– Christian Hafner
- 1996
|
|
|
Bounded Influence Estimation and Outlier Detection for GARCH Models With an Application to Foreign Exchange Rates
– Jinliang Li, Chihwa Kao
|
|
2
|
Bootstrap Prediction Intervals for ARCH Models
– Jonathan J. Reeves
- 2000
|
|
|
Scientific Series
– Sílvia Gonçalves, Lutz Kilian, Série Scientifique, Banque Du Canada, Banque Laurentienne Du Canada, Bourse De Montréal, Gaz Métropolitain, École Polytechnique De Montréal, Hec Montréal, Université Concordia, Université De Montréal, Université Laval, Université Mcgill
|
|
|
Glossary to ARCH (GARCH)
– Tim Bollerslev, Tim Bollerslev
- 2007
|
|
|
In Search of Structure: Unsupervised . . .
– Jonathan Millin
- 2010
|
|
|
Risk-related Asymmetries in Foreign Exchange Markets
– Giampiero M. Gallo, Barbara Pacini, Giorgio Calzolari, Gabriele Fiorentini, Alan Kirman, Grayham Mizon
|
|
|
using skewed location-scale
– Sébastien Laurent
- 2002
|
|
|
March 2001Rational Speculators And Equity Volatility as a Measure of Ex Ante Risk
– Amir Kia
|
