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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 40 (1989)
Issue (Month): 1 (January)
Pages: 63-86
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Handle: RePEc:eee:econom:v:40:y:1989:i:1:p:63-86

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   • Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Papers 9936/a, Erasmus University of Rotterdam - Econometric Institute.
   • Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers 99-078/4, Tinbergen Institute. [Downloadable!]
   • C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report 201, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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   • Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society. [Downloadable!]
   • Bos, C.S. & Mahieu, R.J. & Dijk, H.K. van, 2000. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report EI 2000-25/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • Bos, C.S. & Mahieu, R.J. & Dijk, H.K. van, 1999. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report ometrci Institute Reports, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696. [Downloadable!]
2. Kleibergen, Frank & Hoek, Henk, 1996. "Bayesian analysis of ARMA models using noninformative priors," Econometric Institute Report 39, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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   • Kleibergen, F. & Hoek, H., 1995. "Bayesian analysis of ARMA models using noninformative priors," Discussion Paper 116, Tilburg University, Center for Economic Research. [Downloadable!]
3. Teruo Nakatsuma & Hiroki Tsurumi, 1996. "ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test," Departmental Working Papers 199619, Rutgers University, Department of Economics. [Downloadable!]
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5. Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute. [Downloadable!]
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   • Bauwens, L. & Bos, C.S. & Dijk, H.K. van, 1999. "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Report TI 99-082/4 Revision_Date, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • K. Van Dijk & Luc Bauwens & Charles Bos, 2000. "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000 145, Society for Computational Economics.
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   • Bos, C.S. & Mahieu, R.J. & Dijk, H.K. van, 2000. "On the variation of hedging decisions in daily currency risk management," Econometric Institute Report EI 2000-20/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
9. Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner, 1991. "Les modéles ARCH en finance : un point sur la théorie et les résultats empiriques," Annales d'Economie et de Statistique, ADRES, issue 24, pages 01, Octobre-D. [Downloadable!]
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    • Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics. [Downloadable!]
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