Articoli pubblicati da:
LANNE, MarkkuRisultato della ricerca: (9 titoli )
The effect of a transaction tax on exchange rate volatility |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
Forecasting Realized Volatility by Decomposition |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
A Mixture Multiplicative Error Model for Realized Volatility |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
Modeling Conditional Skewness in Stock Returns |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
Modeling Expectations with Noncausal Autoregressions |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
Structural Vector Autoregressions with Markov Switching |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
Structural Vector Autoregressions with Nonnormal Residuals |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005