Narrow search
Showing 1 - 10 of 1,762
Cover Image
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk; Brorsen, B. Wade - In: Applied economics 49 (2017) 12, pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
Cover Image
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
Cover Image
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.; Melo, Lívia C. M.; Soave, Gian Paulo - In: Applied economics 56 (2024) 14, pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Cover Image
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A. - In: Applied economics 36 (2004) 14, pp. 1583-1589
Persistent link: https://www.econbiz.de/10002157933
Cover Image
A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.; Chetverikov, V. - In: Applied economics 48 (2016) 25/27, pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
Cover Image
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard - In: Applied economics 47 (2015) 7/9, pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Cover Image
Uncertainty in currency mispricing
Clements, Kenneth W.; Lan, Yihui; Si, Jiawei - In: Applied economics 50 (2018) 20, pp. 2297-2312
Persistent link: https://www.econbiz.de/10011850129
Cover Image
A new generalized volatility proxy via the stochastic volatility model
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 49 (2017) 23, pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Cover Image
Models of mortality rates : analysing the residuals
O'Hare, Colin; Li, Youwei - In: Applied economics 49 (2017) 52, pp. 5309-5323
Persistent link: https://www.econbiz.de/10011845132
Cover Image
Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922