Pages that link to "Item:Q280248"
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The following pages link to An econometric analysis of asymmetric volatility: theory and application to patents (Q280248):
Displaying 21 items.
- Editorial. The econometrics of intellectual property: an overview (Q280243) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- A double-threshold GARCH model of stock market and currency shocks on stock returns (Q960342) (← links)
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Clarifying the dynamics of the relationship between option and stock markets using the threshold vector error correction model (Q960349) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Currency hedging strategies using dynamic multivariate GARCH (Q2227443) (← links)
- Volatility spillovers from the Chinese stock market to economic neighbours (Q2227449) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Mapping the presidential election cycle in US stock markets (Q2271596) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- Could the jump diffusion technique enhance the effectiveness of futures hedging models? A reality test (Q2390405) (← links)
- Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771) (← links)
- Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (Q3394105) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- On the invertibility of EGARCH(<i>p</i>, <i>q</i>) (Q5862502) (← links)
- Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (Q6573446) (← links)
