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A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios - In: Economic modelling 14 (1997) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Speculative behaviour and oil price predictability
Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
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Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem; Fazilet, Fatih; Tekatli, Necati - In: Economic modelling 49 (2015), pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
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On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon; Yoon, Ji-Hun; Lee, Jungwoo; Choi, Sun-Yong - In: Economic modelling 51 (2015), pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
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Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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On the sources of the Great Moderation : role of monetary policy and intermediate inputs
Batabyal, Sourav; Islam, Faridul; Khaznaji, Maher - In: Economic modelling 74 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012101308
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Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028