Letzte Suchanfragen
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Essays on European agricultural and trade policies, and their effects on agricultural mrkets
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The impact of the ECB banking supervision announcements on the EU stock market
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An empirical characterization of volatility dynamics in the DAX
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Effect of exchange rate volatility on tax revenue performance in sub-Saharan Africa
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Foreign exchange intervention rule for central banks
risk-based framework -
GARCH analyses of risk and uncertainty in the theories of the interest rate of Keynes and Kalecki
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The good, the bad, and the asymmetric
evidence from a new conditional density model -
On the volatility of cryptocurrencies
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
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Financial integration, inclusion and stability during crises
insights from the MENA region -
The effectiveness of Value-at-Risk models in various volatility regimes
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Temporal networks in the analysis of financial contagion
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Augmented real-time GARCH
a joint model for returns, volatility and volatility of volatility -
Diffusion limits of real-time GARCH
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Weak diffusion limit of real-time GARCH models
the role of current return information -
Export performance and exchange rate volatility
evidence from the WAMZ -
Measuring Interdependence of Inflation Uncertainty
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Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
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Endogenous and exogenous volatility in the foreign exchange market
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Conditional heteroskedasticity in the volatility of asset returns
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GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
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HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
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Optimal markowitz portfolio using returns forecasted with time series and machine learning models
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Foreign exchange intervention rule for central banks
risk-based framework -
The stock market effects of committing and setting GHG targets
evidence from the science-based initiative