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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura; Silvapulle, Paramsothy - In: Applied economics 46 (2014) 28/30, pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979
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A comparison of six sampling schemes for price index construction in a COICOP food group
Heravi, Saeed M.; Morgan, Peter H. - In: Applied economics 46 (2014) 22/24, pp. 2685-2699
Persistent link: https://www.econbiz.de/10010417167
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Two universal, probabilistic measures of competitive imbalance
McGee, M. Kevin - In: Applied economics 48 (2016) 31/33, pp. 2883-2894
Persistent link: https://www.econbiz.de/10011614141
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Threshold vector error correction model and transaction cost variation
Machado Junior, Pedro C.; Chung, Chanjin; Ng'ombe, John N. - In: Applied economics 56 (2024) 42, pp. 5058-5071
Persistent link: https://www.econbiz.de/10014560520
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Deriving conditional and unconditional marginal effects in log earnings equations estimated by Heckman's precedure
Hoffmann, Rodolfo; Kassouf, Ana Lúcia - In: Applied economics 37 (2005) 11, pp. 1303-1311
Persistent link: https://www.econbiz.de/10002993240
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Applying the copula approach to sample selection modelling
Genius, Margarita; Strazzera, Elisabetta - In: Applied economics 40 (2008) 10/12, pp. 1443-1455
Persistent link: https://www.econbiz.de/10003742975
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Valuing externalities from energy infrastructures through stated preferences : a geographically stratified sampling approach
Giaccaria, Sergio; Frontuto, Vito; Dalmazzone, Silvana - In: Applied economics 48 (2016) 55/57, pp. 5497-5512
Persistent link: https://www.econbiz.de/10011742076
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The product life cycle and sample representativity bias in price indexes
Melser, Daniel; Syed, Iqbal A. - In: Applied economics 49 (2017) 6, pp. 573-586
Persistent link: https://www.econbiz.de/10011810805
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Estimation of house price differential of urban tree cover : an application of sample selection approach
Mei, Yingdan; Hite, Diane; Sohngen, Brent - In: Applied economics 50 (2018) 25, pp. 2804-2811
Persistent link: https://www.econbiz.de/10012037534