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subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Cointegration"
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Search: subject_exact:"Monte-Carlo-Verfahren"
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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
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
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8
Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
Saved in:
9
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
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