Pages that link to "Item:Q1210809"

The following pages link to Empirical modeling of exchange rate dynamics (Q1210809):

Displaying 47 items.

• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Are exchange rate movements a random walk? (Q374845) (← links)
• Econometric analysis of present value models when the discount factor is near one (Q528078) (← links)
• Exploring exchange rate returns at different time horizons (Q699145) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
• Exchange rates and interest rates: can term structure models explain currency movements? (Q953668) (← links)
• Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
• ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
• Asset market and balance of payments characteristics: An eclectic exchange rate model for the Dollar, Mark and Yen (Q1290921) (← links)
• Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
• Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
• A random coefficient model of speculative attacks: The case of the Mexican peso (Q1367826) (← links)
• Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
• Exchange rate forecasting: Results from a threshold autoregressive model (Q1387721) (← links)
• Can nominal exchange rates be differenced to stationarity? (Q1390995) (← links)
• A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• Empirical evidence of the spot and the forward exchange rates in Canada. (Q1852949) (← links)
• Stationarity of stable power-GARCH processes. (Q1858909) (← links)
• Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
• Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
• Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109) (← links)
• Comparing dynamic and static performance indexes in the stock market: evidence from Japan (Q2172545) (← links)
• Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
• On the relation between GARCH and stable processes (Q2277742) (← links)
• Real exchange rate forecasting and PPP: this time the random walk loses (Q2416211) (← links)
• A generalized least squares estimation method for the autoregressive conditional duration model (Q2633419) (← links)
• Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
• Lévy motion and the analysis of currency exchange rates (Q2739606) (← links)
• Modeling asset returns with alternative stable distributions^* (Q4286238) (← links)
• Modelling exchange rate volatility (Q4346484) (← links)
• MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (Q4434342) (← links)
• Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models (Q4828199) (← links)
• (Q5301789) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← links)
• Contemporaneous aggregation of GARCH processes (Q5430498) (← links)
• Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
• (Q5879918) (← links)
• GARCH density and functional forecasts (Q6108262) (← links)