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- 2010
-
Mark
The effect of spillover on the Granger causality test
(
- Contribution to journal › Article
- 2009
-
Mark
Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model
(
- Contribution to journal › Article
- 2007
-
Mark
An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts
(
- Contribution to journal › Article
- 2000
-
Mark
Essays on Financial Models
(
- Thesis › Doctoral thesis (compilation)
-
Mark
Essays on Financial Markets
(
- Thesis › Doctoral thesis (compilation)
- 1997
-
Mark
Financial Volatility and Time-Varying Risk Premia
(
- Thesis › Doctoral thesis (compilation)
-
Mark
Time Varying Parameters in Exchange Rate Models
(
- Thesis › Doctoral thesis (compilation)
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