search query: @indexterm ARCH MODELS / total: 8
references: 4-8 / 8
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4.
Testing for a slowly changing level with special reference to stochastic volatility.
Journal of Econometrics
1998 : NOV, VOL. 87:1, p. 167-189
 1998 Harvey, A.
Streibel, M.
5.
Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model.
Journal of Banking and Finance
1998 : MAY, VOL. 22:5, p. 535-563
 1998 Elyasiani, E.
Mansur, I.
6.
Macroeconomic news and bond market volatility.
Journal of Financial Economics
1998 : MAR, VOL. 47:3, p. 315-337
 1998 Jones, C. M.
Lamont, O.
Lumsdaine, R. L.
7.
GARCH-Effekte auf dem deutschen Aktienmarkt
Zeitschrift für Betriebswirtschaft
1997 : VOL. 67:3, p. 311-331
 1997 Dankenbring, H.
Missong, M.
8.
The pricing of Japanese equity warrants
Management Science
1992 : NOV, VOL. 38:11, p. 1610-1641
 1992 Kuwahara, H.
Marsh, T.A.
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