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Capital controls and stock market volatility in frequency domain
Orlov, Alexei G. - In: Economics letters 91 (2006) 2, pp. 222-228
Persistent link: https://www.econbiz.de/10003327873
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Volatility persistence in stock market
Chuang, Hongwei - In: Economics letters 133 (2015), pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
Lindén, Mikael - In: Economics letters 64 (1999) 1, pp. 31-36
Persistent link: https://www.econbiz.de/10001399164
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A simple nonlinear filter for economic time series analysis
Wen, Yi; Zeng, Bing - In: Economics letters 64 (1999) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001399218
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Estimation of GARCH process in the presence of structural change
Simonato, Jean-Guy - In: Economics letters 40 (1992) 2, pp. 155-158
Persistent link: https://www.econbiz.de/10001138446
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Asymptotic normality of the instrumental variable estimates for ARIMA (p, m, q) processes
Choi, In - In: Economics letters 40 (1992) 2, pp. 147-153
Persistent link: https://www.econbiz.de/10001138447
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Inflationary expectations and rationality
Paquet, Alain - In: Economics letters 40 (1992) 3, pp. 303-308
Persistent link: https://www.econbiz.de/10001140209
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Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut - In: Economics letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001140216