Search Results - subject:"Rolling estimation"

A study of China's financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution

Han, Guanghui; Liu, Panpan; Zhang, Yueqiang; Li, Xiaobo - In: The journal of risk model validation 18 (2024) 1, pp. 83-96

Persistent link: https://www.econbiz.de/10014556673

FoMO in the Bitcoin market : revisiting and factors

Wang, Jying-Nan; Liu, Hung-Chun; Lee, Yen-Hsien; Hsu, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 244-253

Persistent link: https://www.econbiz.de/10014429636

Blockchain characteristics and cryptocurrency returns

Bhambhwani, Siddharth M.; Delikouras, Stefanos; … - In: Journal of international financial markets, … 86 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014433335

Clean energy consumption and economic growth in China : a time-varying analysis

Bahramian, Pejman; Saliminezhad, Andisheh; Fethi, Sami - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 299-313

Persistent link: https://www.econbiz.de/10014372879

Housing price uncertainty and housing prices in the UK in a time-varying environment

Balcilar, Mehmet; Uzuner, Gizem; Bekun, Festus Victor; … - In: Empirica : journal of european economics 50 (2023) 2, pp. 523-549

Persistent link: https://www.econbiz.de/10014251826

Hedging Islamic and conventional stock markets with other financial assets : comparison between competing DCC models on hedging effectiveness

Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 179-199

Persistent link: https://www.econbiz.de/10012581564

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

Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output

Armah, Nii Ayi; Swanson, Norman R. - 2011

uncertainty under recursive and rolling estimation schemes. We begin by summarizing some recent theoretical findings, with …

Persistent link: https://www.econbiz.de/10010282865

Structural changes in the Czech economy : a DSGE model approach

Čapek, Jan - In: Prague economic papers : a bimonthly journal of … 25 (2016) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10011454214

Foreign Exchange Market Interventions: New Empirical Views of Emerging Markets

Brause, Alexander F. - 2010

Since the beginning, central banks have used a wide range of instruments to achieve their ultimate purpose of price stability. One measure in the authorities toolbox is a foreign exchange market intervention. The discussion about this instrument has come a long way. So far, the discussion...

Persistent link: https://www.econbiz.de/10009433706

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