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  1. 1
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    Two are better than one: volatility forecasting using multiplicative component GARCH‐MIDAS models by Conrad, Christian (Author) , Kleen, Onno (Author) ,


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  2. 2
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    On the statistical properties of multiplicative GARCH models by Conrad, Christian (Author) , Kleen, Onno (Author) ,


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  3. 3
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    Financial volatility, dynamic correlations, and macroeconomic fundamentals by Stürmer, Karin (Author)

    2015

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    Book/Monograph Thesis


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  4. 4
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    Modelling the link between US inflation and output: the importance of the uncertainty channel by Conrad, Christian (Author) , Karanasos, Menelaos (Author) ,


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  5. 5
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    Modelling the link between US inflation and output: the importance of the uncertainty channel by Conrad, Christian (Author) , Karanasos, Menelaos (Author) ,


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  6. 6
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    Financial volatility, dynamic correlations and macroeconomic fundamentals by Stürmer, Karin (Author)

    2015

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    Book/Monograph Thesis Online Resource


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  7. 7
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    Measuring persistence in volatility spillovers by Conrad, Christian (Author) , Weber, Enzo (Author) ,


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  8. 8
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    Handbook of financial time series


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  9. 9
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    Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models by Conrad, Christian (Author) , Mammen, Enno (Author) ,


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  10. 10
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    GARCH models with long memory and nonparametric specifications by Conrad, Christian (Author)

    2006

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  11. 11
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    GARCH Models with Long Memory and Nonparametric Specifications by Conrad, Christian (Author)

    2006

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  12. 12
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    Estimating semiparametric ARCH (∞) models by Kernel smoothing methods by Linton, Oliver (Author) , Mammen, Enno (Author) ,


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  13. 13
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    Estimating semiparametric ARCH models by kernel smoothing methods by Mammen, Enno (Author) , Linton, Oliver (Author) ,


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  14. 14
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    Estimating semiparametric arch (∞) models by kernel smoothing methods by Linton, Oliver (Author) , Mammen, Enno (Author) ,


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  15. 15
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    Estimation in an additive model when the components are linked parametrically by Carroll, Raymond J. (Author) , Härdle, Wolfgang (Author) , Mammen, Enno (Author) ,


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