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Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric; Joyeux, Roselyne - In: Economic modelling 34 (2013), pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
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Comovement of Chinese provincial business cycles
Gatfaoui, Jamel; Girardin, Eric - In: Economic modelling 44 (2015), pp. 294-306
Persistent link: https://www.econbiz.de/10011326223
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The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric; Namin, Fatemeh Salimi - In: Economic modelling 81 (2019), pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
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Adaptive ARFIMA models with applications to inflation
Baillie, Richard T.; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2460
Persistent link: https://www.econbiz.de/10010032199
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Adaptive ARFIMA models with applications to inflation
Baillie, Richard; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677