Volume 5; Issue 2

Journal of Time Series Econometrics

Volume 5; Issue 2
1

Masthead

Journal:
Journal of Time Series Econometrics
Year:
2013
Language:
english
File:
PDF, 425 KB
english, 2013
3

On Identifying Structural VAR Models via ARCH Effects

Milunovich, George, Yang, Minxian
Journal:
Journal of Time Series Econometrics
Year:
2013
Language:
english
File:
PDF, 381 KB
english, 2013
4

A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis

Game, Aaron, Wu, Jason
Journal:
Journal of Time Series Econometrics
Year:
2013
Language:
english
File:
PDF, 8.92 MB
english, 2013
5

Monitoring the Intraday Volatility Pattern

Gabrys, Robertas, Hörmann, Siegfried, Kokoszka, Piotr
Journal:
Journal of Time Series Econometrics
Year:
2013
Language:
english
File:
PDF, 1.19 MB
english, 2013