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Modelling economies subject to structural change: The case of Germany
Greenslade, J.V.; Hall, S.G. - In: Economic modelling 13 (1996) 4, pp. 545-560
Persistent link: https://www.econbiz.de/10006324560
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Modeling and forecasting return jumps using realized variation measures
Liu, Yi; Liu, Huifang; Zhang, Lei - In: Economic modelling 76 (2019), pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
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Determining the information share of liquidity and order flows in extreme price movements
Wu, Liang; Liu, Hengzhi; Liu, Chang; Long, Yunshen - In: Economic modelling 93 (2020), pp. 559-575
Persistent link: https://www.econbiz.de/10012430242