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JBICI Discussion Paper Series The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection Eric Hillebrand Gunther Schnabl Discussion Paper No.6 ...
Eric Hillebrand; Gunther Schnabl; No.5: September, 2003: Possibility of Creating a Common Currency Basket for East Asia; Eiji Ogawa; Kentaro Kawasaki; No.4
A CKNOWLEDGMENTS : The authors are grateful to Caio Almeida, Dick van Dijk, Eric Hillebrand, Michael McAleer, Timo Ter¨asvirta, and ´ Alvaro Veigafor useful discussion and to ...
Asymmetries, Breaks, and Long-Range Dependence in Realized Volatility: A Simultaneous Equations Approach (with Eric Hillebrand). Papers Presented at the Following Conferences XXVIII ...
The effects of Japanese foreign exchange intervention : GARCH estimation and change point detection / [by] Eric Hillebrand, Gunter Schnabl. -- Tokyo : JBIC Institute, Japan Bank ...
JBICI Discussion Paper Series The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection Eric Hillebrand Gunther Schnabl Discussion ...
Eric Hillebrand; Gunther Schnabl; No.5: September, 2003: Possibility of Creating a Common Currency Basket for East Asia; Eiji Ogawa; Kentaro Kawasaki; No.4
A CKNOWLEDGMENTS : The authors are grateful to Caio Almeida, Dick van Dijk, Eric Hillebrand, Michael McAleer, Timo Ter¨asvirta, and ´ Alvaro Veigafor useful discussion and ...
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