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Economics Bulletin
Volumn 3, Issue 1, 2006, Pages
Omitted asymmetric persistence and conditional heteroskedasticity
Author keywords

[No Author keywords available]
Indexed keywords

EID: 84862887427     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (1)
References (8)
  • 1
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    • Do recessions permanently change output?
    • Beaudry, P. and G. Koop, 1993, Do recessions permanently change output?, Journal of Monetary Economics, 31, 149-163.
    • (1993) Journal of Monetary Economics , vol.31 , pp. 149-163
    • Beaudry, P.1    Koop, G.2
  • 2
    • 84989249342 scopus 로고
    • Estimation of a density function using order statistics
    • Bofinger, E., 1975, Estimation of a density function using order statistics, Australian Journal of Statistics, 17, 1-7.
    • (1975) Australian Journal of Statistics , vol.17 , pp. 1-7
    • Bofinger, E.1
  • 3
    • 42449156579 scopus 로고
    • Generalized Autoregressive Conditional Heteroskedasticity
    • Bollerslev, Tim, 1986, Generalized Autoregressive Conditional Heteroskedasticity, Journal of Econometrics, 31, 307-127
    • (1986) Journal of Econometrics , vol.31 , pp. 307-127
    • Bollerslev, T.1
  • 4
    • 0000273843 scopus 로고
    • Regression Quantiles
    • Koenker, R. and G. Basset, 1978, Regression Quantiles, Econometrica, 46, No. 1, 33-50.
    • (1978) Econometrica , vol.46 , Issue.1 , pp. 33-50
    • Koenker, R.1    Basset, G.2
  • 5
    • 0442278021 scopus 로고    scopus 로고
    • Goodness of fit and related inference process for quantile regression
    • Koenker, R. and J. Machado, 1999, Goodness of fit and related inference process for quantile regression, Journal of the American Statistical Association, 81, 1296-1310.
    • (1999) Journal of the American Statistical Association , vol.81 , pp. 1296-1310
    • Koenker, R.1    Machado, J.2
  • 6
    • 0036071942 scopus 로고    scopus 로고
    • Inference on the Quantile Regression Process
    • Koenker, R. and Z. Xiao, 2002, Inference on the Quantile Regression Process, Econometrica, 70, 1583-1612.
    • (2002) Econometrica , vol.70 , pp. 1583-1612
    • Koenker, R.1    Xiao, Z.2
  • 7
    • 33845425471 scopus 로고    scopus 로고
    • Quantile Autoregression
    • working paper, University of Illinois
    • Koenker, R. and Z. Xiao, 2004, Quantile Autoregression, working paper, University of Illinois.
    • (2004)
    • Koenker, R.1    Xiao, Z.2
  • 8
    • 10244264632 scopus 로고    scopus 로고
    • Asymmetric return dynamics and technical trading strategies
    • Nam, K., K.M. Washer and Q.C. Chu, 2005, Asymmetric return dynamics and technical trading strategies, Journal of Banking and Finance, 29, 391-418.
    • (2005) Journal of Banking and Finance , vol.29 , pp. 391-418
    • Nam, K.1    Washer, K.M.2    Chu, Q.C.3

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.