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Peel, David
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1
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
2
Commodity futures price
volatility
, convenience yield and economic fundamentals
Power, Gabriel J.
;
Robinson, John R. C.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1089-1095
Persistent link: https://www.econbiz.de/10010197057
Saved in:
3
A study on short-selling constraints : total ban versus partial ban
Cáceres, Esther
;
Moreno, David
;
Rodríguez, Rosa
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 99-103
Persistent link: https://www.econbiz.de/10010482052
Saved in:
4
Time-varying ARFIMA-GARCH model with symmetric thresholds : applications to inflation
Tan, Zhengxun
;
Liu, Juan
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 373-377
Persistent link: https://www.econbiz.de/10012485002
Saved in:
5
Forecasting
volatility
and value-at-risk for cryptocurrency using GARCH-type models : the role of the probability distribution
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1907-1914
Persistent link: https://www.econbiz.de/10015084570
Saved in:
6
Trading frequency and the compass rose
Cai, Charlie
;
Hudson, Robert
;
Keasey, Kevin
- In:
Applied economics letters
10
(
2003
)
8
,
pp. 511-517
Persistent link: https://www.econbiz.de/10001770608
Saved in:
7
K-factor GARMA models for intraday
volatility
forecasting
Bisaglia, Luisa
;
Bordignon, Silvano
;
Lisi, Francesco
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
Saved in:
8
A study of financial
volatility
forecasting techniques in the FTSE ASE 20 index
Maris, K.
;
Pantou, G.
;
Nikolopoulos, K.
;
Pagourtzi, E.
; …
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
Saved in:
9
Public information, private information, inventory control, and
volatility
of intraday NTS USD exchange rates
Gau, Y.-F.
;
Hua, M.
- In:
Applied economics letters
11
(
2004
)
4
,
pp. 263-266
Persistent link: https://www.econbiz.de/10002001508
Saved in:
10
Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns
Nouira, Lei͏̈la
;
Ahamada, Ibrahim
;
Jouini, Jamel
; …
- In:
Applied economics letters
11
(
2004
)
9
,
pp. 591-594
Persistent link: https://www.econbiz.de/10002140966
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