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Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network
Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883
Persistent link: https://www.econbiz.de/10012697702
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Forecasting VIX using realized EGARCH model with dynamic jumps
Wu, Xinyu; Pu, Junlin; Wang, Yuyao - In: Applied economics letters 32 (2025) 11, pp. 1534-1545
Persistent link: https://www.econbiz.de/10015444772
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Parameter estimation of the spatial panel stochastic frontier model with random effects
Seya, Hajime - In: Applied economics letters 27 (2020) 3, pp. 248-253
Persistent link: https://www.econbiz.de/10012205432
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A change in the time-varying correlation between oil prices and the stock market
Jones, Paul; Collins, Luke - In: Applied economics letters 26 (2019) 7, pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica - In: Applied economics letters 30 (2023) 20, pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
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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
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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
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On the property of diffusion in the spatial error model
Le Gallo, Julie; Baumont, Catherine; Dall'erba, Sandy; … - In: Applied economics letters 12 (2005) 9, pp. 533-536
Persistent link: https://www.econbiz.de/10003015675