RobHayward's garch [11 articles] Export

Recent papers added to RobHayward's library classified by the tag garch. You can also see everyone's garch.

	Chinese institutional investors' sentiment [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 18, No. 4. (October 2008), pp. 374-387. by Gerhard Kling, Lei Gao posted to fx garch momentum sentiment by RobHayward on 2008-06-18 22:13:22 as
	Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates [My Copy] Journal of Econometrics, Vol. In Press, Corrected Proof by Yongmiao Hong, Haitao Li, Feng Zhao posted to forecast fx garch time-series by RobHayward on 2007-03-05 15:49:00 as
	An evolutionary game theory explanation of ARCH effects [My Copy] Journal of Economic Dynamics and Control, Vol. In Press, Corrected Proof by William R. Parke, George A. Waters posted to game garch by RobHayward on 2006-09-12 16:30:16 as along with 1 person and 1 group f_goltz assetpricing
	Volatility impulse responses for multivariate GARCH models: An exchange rate illustration [My Copy] Journal of International Money and Finance, Vol. 25, No. 5. (August 2006), pp. 719-740. by Christian M. Hafner, Helmut Herwartz posted to econometrics fx garch by RobHayward on 2006-09-11 14:57:50 as
	Dynamics of realized volatilities and correlations: An empirical study☆ [My Copy] Journal of Banking & Finance In Special Section: Banking and Finance in an Integrating Europe, Vol. 30, No. 7. (July 2006), pp. 2109-2130. by R. Ferland, S. Lalancette posted to garch volatility by RobHayward on 2006-06-13 06:42:38 as along with 1 person cmarkopoulou
	The longer-horizon predictability of German stock market volatility [My Copy] International Journal of Forecasting, Vol. 22, No. 2. ( 2006), pp. 363-372. by Burkhard Raunig posted to garch volatility by RobHayward on 2006-05-02 20:52:08 as
	Stock market dynamics in a regime-switching asymmetric power GARCH model [My Copy] International Review of Financial Analysis, Vol. 15, No. 2. (2006), pp. 109-129. by Thierry Ane, Loredana Ureche-Rangau posted to finance garch time-series by RobHayward on 2006-04-28 08:48:38 as along with 1 person bookwormzz
	Implied volatility of foreign exchange options: is it worth tracking? [My Copy] No 2005/39, MNB Occasional Papers from Magyar Nemzeti Bank (The Central Bank of Hungary) by Áron Gereben, And K. Pintér posted to fx garch volatility by RobHayward on 2006-04-15 10:21:46 as
	Stochastic Volatility [My Copy] No 2005-W17, Economics Papers from Economics Group, Nuffield College, University of Oxford by Neil Shephard posted to garch volatility by RobHayward on 2006-04-15 10:13:58 as
	Determinants of periodic volatility of intraday exchange rates in the Taipei FX Market [My Copy] Pacific-Basin Finance Journal, Vol. 14, No. 2. (April 2006), pp. 193-208. by Mingshu Hua, Yin-Feng Gau posted to fx garch volatility by RobHayward on 2006-04-10 21:46:16 as
	EconPapers: STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [My Copy] by Kazuhiko, Tatsuro, Moo-Sung posted to garch options volatility by RobHayward on 2006-04-08 18:24:44 as

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finance	153
fx	148
behaviour	112
emh	62
bank	44
flow	39
momentum	38
bop	38
capm	34
econometrics	34
microstructure	34
fm	32
markets	31
sentiment	28
volatility	28
equity	28
economics	25
uip	25
risk	25
information	23
agency	23
bubble	20
development	18
hedge	18
trading	18
noise	17
governance	16
options	15
globalisation	14
derivative	13
business	13
reserves	13
expectations	12
smile	11
option	11
garch	11
money	11
open-economy	10
portfolio	10
forecast	9
liquidity	9
bond	8
fund	8
emu	8
credit	7
innovation	7
firm	7
time-series	7
macro	6
capital	6
regulation	5
china	5
stops	5
tails	5
ppp	5
beta	5
forward	4
oca	4
pension	4
sme	4
lop	4
nonlinear	4
sudden-stops	4
commodities	4
growth	3
technology	3
exchange	3
yield	3
merger	3
interest	3
hege	3
history	3
rates	3
overconfidence	3
intervention	3
var	3
game	3
demographics	3
education	3
saving	2
data	2
inflation	2
house	2
vol	2
survey	2
erp	2
lesiure	2
trade	2
private	2
bayesian	2
inequality	2
welfare	2
fcf	2
bootstrap	2
imf	2
cds	2
outsourcing	2
fdi	2
nfa	2
property	1
news	1
labour	1
index	1
influence	1
kalman	1
ipo	1
general	1
experiment	1
biography	1
work	1
politics	1
cdo	1
theory	1
japan	1
sport	1
psychology	1
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RobHayward's garch [11 articles] Export

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