|
Dec 30 2022 |
Tucker S McElroy |
|
Stationary parameterization of GARCH processes |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 10 2018 |
Chee-Hong Law |
|
The heterogeneous impact of oil price on exchange rate: Evidence from Thailand
|
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Nov 19 2017 |
Simeon Ebechidi and Eleanya K. Nduka |
|
Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 26 2017 |
Tak Wai Chau |
|
Identification through Heteroscedasticity: What If We Have the Wrong Form? |
|
Abstract Contact Information Citation Full Text - Note |
|
Dec 13 2015 |
Steffen Ahrens and Matthias Hartmann |
|
Cross-sectional evidence on state-dependent versus time-dependent price setting |
|
Abstract Contact Information Citation Full Text - Note |
|
Apr 22 2015 |
Kazumitsu Nawata |
|
Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
|
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
|
Abstract Contact Information Citation Full Text - Note |
|
Sep 02 2011 |
Elena B. Pokryshevskaya and Evgeny A. Antipov |
|
Applying a CART-based approach for the diagnostics of mass appraisal models |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Jul 20 2006 |
Arne Risa Hole |
|
Small-sample properties of tests for heteroscedasticity in the conditional logit model |
|
Abstract Contact Information Citation Full Text - Note |
|