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An alternative approach for testing for linear association for two independent stationary AR(1) processess
Agiakloglou, Christos N.; Tsimpanos, Apostolos - In: Applied economics 44 (2012) 34/36, pp. 4799-4803
Persistent link: https://www.econbiz.de/10009713321
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Unobserved heterogeneity in stochastic cost frontier models : an application to Swiss nursing homes
Farsi, Mehdi; Filippini, Massimo; Kuenzle, Michael - In: Applied economics 37 (2005) 18, pp. 2127-2141
Persistent link: https://www.econbiz.de/10003180485
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A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay; Ranjan, Pritam - In: Applied economics 51 (2019) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
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Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana; Al-Fayoumi, Nedal; Charfeddine, Lanouar - In: Applied economics 50 (2018) 23, pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan; Vrins, Frédéric - In: Applied economics 50 (2018) 10, pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
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Sensitivity analysis of efficiency rankings to distributional assumptions : applications to Japanese water utilities
Yane, Shinji; Berg, Sanford V. - In: Applied economics 45 (2013) 16/18, pp. 2337-2348
Persistent link: https://www.econbiz.de/10009772301
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Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Chevallier, Julien - In: Applied economics 44 (2012) 31/33, pp. 4257-4274
Persistent link: https://www.econbiz.de/10009713497
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How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
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More different than alike : cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic
Chen, Yufeng; Yimaier, Reyila; Xiang, Lin - In: Applied economics 57 (2025) 5, pp. 488-506
Persistent link: https://www.econbiz.de/10015192350
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Do gulf stock markets share time varying connectedness
Saeed, Tareq; Nautiyal, Neeraj; Ur Rehman, Mobeen; … - In: Applied economics 55 (2023) 48, pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664