haku: @indexterm ARCH models / yhteensä: 8
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1.
On the (nonlinear) relationship between exchange rate uncertainty and trade - an investigation of US trade figures in the Group of Seven
Review of World Economics
2003 : VOL. 139:4, p. 650-682
 2003 Herwartz, H.
2.
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 516-528
 2003 Cabedo Semper, J.D.
Moya Clemente, I.
3.
Modelling S&P 100 volatility: the information content of stock returns
Journal of Banking and Finance
2001 : SEP, VOL. 25:9, p. 1665-1679
 2001 Blair, B. J.
Poon, S.-H.
Taylor, S. J.
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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