Details about Celso Brunetti
Access statistics for papers by Celso Brunetti.
Last updated 2007-10-14. Update your information in the RePEc Author Service.
Short-id: pbr67
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Journal Articles
Working Papers
2007
- Markov switching GARCH models of currency turmoil in southeast Asia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
2006
- Asset Prices and asset Correlations in Illiquid Markets
Computing in Economics and Finance 2006, Society for Computational Economics 
Also in
2005 Meeting Papers, Society for Economic Dynamics (2005)
2003
- Markov Switching Garch Models of Currency Crises in Southeast Asia
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
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1999
- Bivariate FIGARCH and Fractional Cointegration
Working Papers, Queen Mary, University of London, Department of Economics 
See Also Journal Article in Journal of Empirical Finance (2000)
Journal Articles
2000
- Bivariate FIGARCH and fractional cointegration
Journal of Empirical Finance, 2000, 7, (5), 509-530
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See Also Working Paper (1999)
1995
- Metals price volatility, 1972-1995
Resources Policy, 1995, 21, (4), 237-254