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81
Contagion in Africa : South Africa and a troubled neighbour, Zimbabwe
Pretorius, Anmar
;
Beer, Jesse de
- In:
Economic modelling
21
(
2004
)
4
,
pp. 703-717
Persistent link: https://www.econbiz.de/10002068728
Saved in:
82
Price thresholds, price
volatility
, and the private costs of investment in a developing country grain market
Shively, Gerald E.
- In:
Economic modelling
18
(
2001
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10001592782
Saved in:
83
Modelling of scale change, periodicity and conditional heteroskedasticity in return
volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
84
Modeling the dependence structure between default risk premium, equity return
volatility
and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
85
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
86
Modeling
volatility
with time-varying FIGARCH models
Belkhouja, Mustapha
;
Boutahary, Mohamed
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1106-1116
Persistent link: https://www.econbiz.de/10009271257
Saved in:
87
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
88
Correlations and
volatility
spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
89
An automatic bias correction procedure for
volatility
estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
90
Macro fundamentals as a source of stock market
volatility
in China : a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
Saved in:
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