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Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
4
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
5
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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6
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
7
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
8
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
9
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
10
Estimating the gravity model when zero trade flows are frequent and economically determined
Martin, Will
;
Pham, Cong S.
- In:
Applied economics
52
(
2020
)
26
,
pp. 2766-2779
Persistent link: https://www.econbiz.de/10012221451
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11
The effects of climatic variation on rice production in Sri Lanka
Ratnasiri, Shyama
;
Walisinghe, Ranjika
;
Rohde, Nicholas
; …
- In:
Applied economics
51
(
2019
)
43
,
pp. 4700-4710
Persistent link: https://www.econbiz.de/10012197061
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12
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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13
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
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14
CGE assumptions under scrutiny : uncertainty in the ethanol promotion policy in Mexico
Elizondo, Alejandra
;
Boyd, Roy
- In:
Applied economics
51
(
2019
)
25
,
pp. 2744-2753
Persistent link: https://www.econbiz.de/10012196738
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15
Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
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16
Measuring efficiency in the Chilean wine industry : a robust DEA approach
Varas, Mauricio
;
Basso, Franco
;
Maturana, Sergio
; …
- In:
Applied economics
53
(
2021
)
9
,
pp. 1092-1111
Persistent link: https://www.econbiz.de/10012425451
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17
Finite sample performance of specification tests for correlated random effects quantile panel regressions
Haque, Samiul
;
Delgado, Michael S.
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 515-519
Persistent link: https://www.econbiz.de/10011712426
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18
Does garbage pricing increase the immoral disposal of household waste?
Usui, Takehiro
;
Chikasada, Mitsuko
;
Kakamu, Kazuhiko
- In:
Applied economics
49
(
2017
)
38
,
pp. 3829-3840
Persistent link: https://www.econbiz.de/10011819945
Saved in:
19
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
20
Pseudolikelihood estimation of the stochastic frontier model
Andor, Mark Andreas
;
Parmeter, Christopher F.
- In:
Applied economics
49
(
2017
)
55
,
pp. 5651-5661
Persistent link: https://www.econbiz.de/10011845285
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21
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
22
The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.
;
Curtis, John A.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 133-151
Persistent link: https://www.econbiz.de/10011412612
Saved in:
23
Weather derivatives structuring and pricing : a sustainable agricultural approach in Africa
Kermiche, L.
;
Vuillermet, N.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 165-177
Persistent link: https://www.econbiz.de/10011412618
Saved in:
24
Estimating the effect of monopsony power on elasticity estimates
Yamaura, Koichi
;
Featherstone, Allen M.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 178-189
Persistent link: https://www.econbiz.de/10011412639
Saved in:
25
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
Saved in:
26
Estimating the variance of decomposition effects
Hasebe, Takuya
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1902-1913
Persistent link: https://www.econbiz.de/10011590002
Saved in:
27
A study of credit risk of Chinese listed companies : ZPP versus KMV
Li, Lili
;
Yang, Jun
;
Zou, Xin
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2697-2710
Persistent link: https://www.econbiz.de/10011594384
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28
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
29
Aggregravity: estimating gravity models from aggregate data
Badinger, Harald
;
Crespo Cuaresma, Jesús
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2119-2126
Persistent link: https://www.econbiz.de/10010513336
Saved in:
30
Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei
;
Göncu, Ahmet
;
Ökten, Giray
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460
Saved in:
31
How has the financial crisis affected earnings management? : a European study
Cimini, Ricardo
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 302-317
Persistent link: https://www.econbiz.de/10010463931
Saved in:
32
Model selection and misspecification in discrete choice welfare analysis
Huang, Ju-chin
;
Zhao, Min Qiang
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4153-4167
Persistent link: https://www.econbiz.de/10011294636
Saved in:
33
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Saved in:
34
Economics of upgrading gravel roads to Otta seal surface
Nahvi, Ali
;
Zhang, Yang
;
Arabzadeh, Ali
;
Gushgari, Sharif Y.
- In:
Applied economics
51
(
2019
)
44
,
pp. 4820-4832
Persistent link: https://www.econbiz.de/10012197118
Saved in:
35
Costs of misspecification in break-model unit-root tests
Maican, Florín G.
;
Sweeney, Richard J.
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 111-118
Persistent link: https://www.econbiz.de/10010354074
Saved in:
36
Evaluating the economy embedded in the Brazilian ethanol-gasoline flex-fuel car : a Real Options approach
Samanez, Carlos P.
;
Ferreira, Léo da R.
;
Nascimento, …
- In:
Applied economics
46
(
2014
)
13/15
,
pp. 1565-1581
Persistent link: https://www.econbiz.de/10010412451
Saved in:
37
Detection of anticipated structural changes in a rational expectations environment
Uzeda, Luis
;
Jones, Callum
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1322-1327
Persistent link: https://www.econbiz.de/10010202917
Saved in:
38
A panel data test for poverty traps
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1943-1952
Persistent link: https://www.econbiz.de/10009758487
Saved in:
39
Institution and growth : evidence from estimation methods robust to weak instruments
Dmitriev, Alexandre
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1625-1635
Persistent link: https://www.econbiz.de/10009758553
Saved in:
40
A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model
Huh, Hyeon-seung
- In:
Applied economics letters
20
(
2013
)
4/6
,
pp. 601-605
Persistent link: https://www.econbiz.de/10009710467
Saved in:
41
Decomposition of new venture growth into firm age, survey period and vintage effects
Fukuda, Kosei
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 85-97
Persistent link: https://www.econbiz.de/10009713077
Saved in:
42
Alternative estimators of cointegrating parameters in models with nonstationary data : an application to US export demand
Forest, James J.
;
Turner, Paul
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 629-636
Persistent link: https://www.econbiz.de/10009715020
Saved in:
43
Size and power properties of structural break unit root tests
Narayan, Paresh Kumar
;
Popp, Stephan
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 721-728
Persistent link: https://www.econbiz.de/10009716397
Saved in:
44
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
Saved in:
45
Time-varying parameters in the almost ideal demand system and the Rotterdam model : will the best specification please stand up?
Barnett, William A.
;
Kanyama, Isaac Kalonda
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4169-4183
Persistent link: https://www.econbiz.de/10010345747
Saved in:
46
Testing for panel unit roots in the presence of spatial dependency
Månsson, Kristofer
;
Shukur, Ghazi
;
Sjölander, Pär
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4152-4159
Persistent link: https://www.econbiz.de/10010345751
Saved in:
47
A Monte Carlo comparison of panel unit root tests under factor structure
Lin, J. H.
;
Hu, Yi
;
Wang, M. J.
;
Xia, X. H.
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 288-291
Persistent link: https://www.econbiz.de/10009702931
Saved in:
48
Evaluating natural resource projects with embedded options and limited reserves
Lin, Chung-Gee
;
Wang, Yu-shan
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1471-1482
Persistent link: https://www.econbiz.de/10009525256
Saved in:
49
The planting real option in cash rent valuation
Du, Xiaodong
;
Hennessy, David A.
- In:
Applied economics
44
(
2012
)
4/6
,
pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
Saved in:
50
An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.
;
Tsimpanos, Apostolos
- In:
Applied economics
44
(
2012
)
34/36
,
pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
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