Author:
Brunetti Celso,Scotti Chiara,Mariano Roberto S.,Tan Augustine H.H.
Subject
Economics and Econometrics,Business and International Management
Reference40 articles.
1. Range-based estimation of stochastic volatility models;Alizadeh;Journal of Finance,2002
2. The message in daily exchange rates: a conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989
3. ARCH models: properties, estimation and testing;Bera;Journal of Economic Surveys,1993
4. Are currency crises predictable? a test;Berg;IMF Staff Papers,1999
5. Predicting currency crises: the indicators approach and an alternative;Berg;Journal of International Money and Finance,1999