Article
Publicly Available
Masthead
Published/Copyright:
August 28, 2013
Published Online: 2013-08-28
Published in Print: 2013-09-01
©2013 by Walter de Gruyter Berlin Boston
Articles in the same Issue
- Masthead
- Masthead
- Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
- Off-the-record target zones: theory with an application to Hong Kong’s currency board
- Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product
- Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
- A value-at-risk analysis of carry trades using skew-GARCH models
- Income taxes and endogenous fluctuations: a generalization
Articles in the same Issue
- Masthead
- Masthead
- Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
- Off-the-record target zones: theory with an application to Hong Kong’s currency board
- Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product
- Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
- A value-at-risk analysis of carry trades using skew-GARCH models
- Income taxes and endogenous fluctuations: a generalization
