Narrow search
Showing 1 - 10 of 3,854
Cover Image
Do futures prices exhibit maturity effect? : a nonparametric revisit
Liu, Wei-han - In: Applied economics 46 (2014) 7/9, pp. 813-825
Persistent link: https://www.econbiz.de/10010398924
Cover Image
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Cover Image
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Cover Image
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Cover Image
Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
Cover Image
Panel data analysis of multi-factor capital asset pricing models
Makwasha, Tariro; Wright, Jill; Silvapulle, Paramsothy - In: Applied economics 51 (2019) 60, pp. 6459-6475
Persistent link: https://www.econbiz.de/10012197351
Cover Image
Searching for a better proxy for business cycles : with supports using US data
Lee, Yuan-Ming; Wang, Kuan-Min - In: Applied economics 44 (2012) 10/12, pp. 1433-1442
Persistent link: https://www.econbiz.de/10009525265
Cover Image
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Cover Image
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 45, pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Cover Image
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187