Inference in Misspecified GARCH‐M Models*-Reference-Cited by-同舟云学术

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Inference in Misspecified GARCH‐M Models*

Published:2021-11-24 Issue: Volume: Page:
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Smallwood Aaron D.¹^ORCID

Affiliation:

1. Department of Economics University of Texas Arlington 701 S. West Street. (mailbox: 19479) Arlington Texas 76019 USA

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12468

Reference45 articles.

1. The time-varying correlation between output and prices in the United States over the period 1800–2014

2. Bayesian Analysis of General Asymmetric Multivariate GARCH Models and News Impact Curves

3. Exchange rate volatility and international trade: International evidence from the MINT countries

4. Economic uncertainty, monetary uncertainty and the Korean demand for money

5. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymmetry and Non-Normality in the Dynamics of Onshore and Offshore Renminbi Markets;SSRN Electronic Journal;2022

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