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Articoli pubblicati da: LANNE, Markku


Risultato 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
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Forecasting Realized Volatility by Decomposition
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
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A Mixture Multiplicative Error Model for Realized Volatility
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2006
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Modeling Conditional Skewness in Stock Returns
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
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Modeling Expectations with Noncausal Autoregressions
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
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A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
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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
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Structural Vector Autoregressions with Markov Switching
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009
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Structural Vector Autoregressions with Nonnormal Residuals
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2005
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