Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject GARCH model
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 2011 | Contemporaneous-threshold smooth transition GARCH models | Dueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F |
| 2018 | Exchange rates and macro news in emerging markets | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2017 | Happy PIIGS? | Spagnolo, N; Bonasia, M; Napolitano, O |
| 13-Dec-2016 | Macro news and exchange rates in the BRICS | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
| 2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |