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~isPartOf:"Applied economics letters"
~subject:"GARCH"
~subject:"Time series analysis"
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MPRA Paper
Applied economics letters
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84
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
2
Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
Saved in:
3
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
4
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
5
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
6
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
7
Multifractal detrended cross-correlations between WTI crude oil price fluctuations and investor fear gauges
Cai, Yuxin
;
Ren, Yongping
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 587-593
Persistent link: https://www.econbiz.de/10012204279
Saved in:
8
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
9
Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.
;
Holmes, Mark J.
;
Hassan, Gazi M.
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
Saved in:
10
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
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