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Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien - In: Applied economics letters 16 (2009) 10/12, pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
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Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model
Chang, Tzu-Pu; Hu, Jin-li - In: Applied economics letters 16 (2009) 10/12, pp. 1255-1259
Persistent link: https://www.econbiz.de/10003886820
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Forecasting household debt with latent transition modelling
Białowolski, Piotr - In: Applied economics letters 24 (2017) 13/15, pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
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Forecasting realized range volatility : a regime-switching approach
Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365
Persistent link: https://www.econbiz.de/10011380188
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
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Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Applied economics letters 11 (2004) 11, pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
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The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-yuan Leon; Lin, Hsiou-wei William; Hsiu-Hua, Rau - In: Applied economics letters 12 (2005) 8, pp. 513-520
Persistent link: https://www.econbiz.de/10002983016
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Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin - In: Applied economics letters 29 (2022) 21, pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
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Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776