SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Volatility Regimes in Central and Eastern European Countries' Exchange Rates
16 references·1 citing·28 second hop
Volatility Regimes in Central and Eastern European Countries' Exchange Rates (2007)Volatility Regimes in Central and Eastern…Classifying exchange rate regimes: Deeds vs. words (2004)Classifying exchange rate reg…Forecasting Volatility in Financial Markets: A Review (2003)Forecasting Volatility in Fin…Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)Distinguished Lecture on Econ…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Fear of Floating (2000)Fear of FloatingAnswering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …Modeling the conditional distribution of interest rates as a regime-switching process (1996)Modeling the conditional dist…The Mirage of Fixed Exchange Rates (1995)The Mirage of Fixed Exchange …Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…ARCH modeling in finance (1992)ARCH modeling in financeTarget Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Persistence in Variance, Structural Change, and the GARCH Model (1990)Persistence in Variance, Stru…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…True or spurious long memory in European non-EMU currencies (2017)True or spurious long memory …The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)The Behavior of Stock-Market Prices (1965)Modeling and Forecasting Realized Volatility (2003)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)A Theory of Optimum Currency Areas (1961)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Staggered Prices in a Utility-Maximizing Framework (1996)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Stories of the Twentieth Century for the Twenty-First (2012)Econometric Analysis of Cross Section and Panel Data (2001)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Stock Market Volatility and Macroeconomic Fundamentals (2012)Value-at-Risk Prediction: A Comparison of Alternative Strategies (2005)Volatility forecast comparison using imperfect volatility proxies (2010)Financial time series forecasting model based on CEEMDAN and LSTM (2018)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 2000Fear of Floating2,063 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1995The Mirage of Fixed Exchange Rates1,088 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 2001Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

912 cited
  • 2004Classifying exchange rate regimes: Deeds vs. words812 cited
  • Cited by

    • 2017True or spurious long memory in European non-EMU currencies22 cited