A Switching ARCH Model for the German DAX Index
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- David Ardia & Lennart F. Hoogerheide, 2010.
"Efficient Bayesian Estimation and Combination of GARCH-Type Models,"
Tinbergen Institute Discussion Papers
10-046/4, Tinbergen Institute.
- Ardia, David & Hoogerheide, Lennart F., 2010. "Efficient Bayesian estimation and combination of GARCH-type models," MPRA Paper 22919, University Library of Munich, Germany.
- Roberta Colavecchio & Michael Funke, 2009. "Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets," Working Papers 112009, Hong Kong Institute for Monetary Research.
- Abounoori, Esmaiel & Elmi, Zahra (Mila) & Nademi, Younes, 2016. "Forecasting Tehran stock exchange volatility; Markov switching GARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 264-282.
- Michael Funke & Marc Gronwald, 2009.
"A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth,"
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2692, CESifo Group Munich.
- Michael Funke & Roberta Colavecchio, 2009. "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Quantitative Macroeconomics Working Papers 20903, Hamburg University, Department of Economics.
- Colavecchio, Roberta & Funke, Michael, 2009. "Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets," Journal of Asian Economics, Elsevier, pages 174-196.
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