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