Imagen de Portada

Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension

Fuente: Wiley Open Access

Guardado en:

Detalles Bibliográficos
Autores principales:	Akram Shavkatovich Hasanov, Robert Brooks, Sirojiddin Abrorov, Aktam Usmanovich Burkhanov
Formato:	Artículo Open Access
Publicado:	Wiley 2024
Materias:	Journal of Applied Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
por: Frank C. Z. Wu
Publicado: (2024)

Estimating separable matching models
por: Alfred Galichon, et al.
Publicado: (2024)

Uncertain Short‐Run Restrictions and Statistically Identified Structural Vector Autoregressions
por: Sascha A. Keweloh, et al.
Publicado: (2025)

Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure
por: Qiang Chen, et al.
Publicado: (2025)

Heterogeneous autoregressions in short T panel data models
por: M. Hashem Pesaran, et al.
Publicado: (2024)

A high‐dimensional multinomial logit model
por: Didier Nibbering
Publicado: (2024)

The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach
por: Yoosoon Chang, et al.
Publicado: (2026)

A flexible stochastic production frontier model with panel data
por: Taining Wang, et al.
Publicado: (2024)

How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?
por: Robert Bernhardt, et al.
Publicado: (2024)

Interacting Treatments With Endogenous Takeup
por: Máté Kormos, et al.
Publicado: (2025)

Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
por: Michael Bates, et al.
Publicado: (2024)

Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
por: Jetro Anttonen, et al.
Publicado: (2024)

Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador
por: Samuele Centorrino, et al.
Publicado: (2024)

Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors
por: Sam Astill, et al.
Publicado: (2024)

Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
por: James Mitchell, et al.
Publicado: (2024)

Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents
por: Cynthia Bansak, et al.
Publicado: (2024)

Agglomerative hierarchical clustering for selecting valid instrumental variables
por: Nicolas Apfel, et al.
Publicado: (2024)

Exploring skill distribution tails through stochastic dominance
por: Petra Besenhard
Publicado: (2024)

Disease and development—The predicted mortality instrument revisited
por: David Kreitmeir, et al.
Publicado: (2024)

Exploiting News Analytics for Volatility Forecasting
por: Simon Tranberg Bodilsen, et al.
Publicado: (2024)

Addressing sample selection bias for machine learning methods
por: Dylan Brewer, et al.
Publicado: (2024)

A maximum likelihood bunching estimator of the elasticity of taxable income
por: Thomas Aronsson, et al.
Publicado: (2024)

Identification and forecasting of bull and bear markets using multivariate returns
por: Jia Liu, et al.
Publicado: (2024)

The US structural transformation and regional convergence: Racial heterogeneity
por: Minki Kim, et al.
Publicado: (2024)

Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis
por: Franziska Zimmert, et al.
Publicado: (2024)

Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens
por: Efrem Castelnuovo, et al.
Publicado: (2024)

Empirical evidence on the Euler equation for investment in the US
por: Guido Ascari, et al.
Publicado: (2024)

Revisiting the effects of conventional and unconventional monetary policies
por: Eul Noh
Publicado: (2024)

Terrorism and education: Evidence from instrumental variables estimators
por: Marco Alfano, et al.
Publicado: (2024)

Should we trust cross‐sectional multiplier estimates?
por: Fabio Canova
Publicado: (2024)

Identifying program benefits when participation is misreported
por: Denni Tommasi, et al.
Publicado: (2024)

Tests for equal forecast accuracy under heteroskedasticity
por: David I. Harvey, et al.
Publicado: (2024)

Hours worked and the US distribution of real annual earnings 1976–2019
por: Iván Fernández‐Val, et al.
Publicado: (2024)

Issue Information
Publicado: (2024)

The shale oil boom and the US economy: Spillovers and time‐varying effects
por: Hilde C. Bjørnland, et al.
Publicado: (2024)

Expecting the unexpected: Stressed scenarios for economic growth
por: Gloria González‐Rivera, et al.
Publicado: (2024)

Cost Pass‐Through in Commodity Markets With Capacity Constraints and International Linkages
por: Reinhard Ellwanger, et al.
Publicado: (2024)

Reassessing the Predictive Power of the Yield Spread for Recessions in the United States
por: Patrick J. Coe, et al.
Publicado: (2024)

News or animal spirits? Consumer confidence and economic activity: Redux
por: Sangyup Choi, et al.
Publicado: (2024)

Nowcasting Euro area GDP with news sentiment: A tale of two crises
por: Julian Ashwin, et al.
Publicado: (2024)