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Prediction of volatility based on realized-GARCH-kernel-type models : evidence from China and the U.S.
Wang, Jiazhen; Jiang, Yuexiang; Zhu, Yanjian; Yu, Jing - In: Economic modelling 91 (2020), pp. 428-444
Persistent link: https://www.econbiz.de/10012429110
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Cross-country output convergence and growth : evidence from varying coefficient nonparametric method
Li, Kui-wai; Zhou, Xianbo; Pan, Zhewen - In: Economic modelling 55 (2016), pp. 32-41
Persistent link: https://www.econbiz.de/10011642441
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Steady state adjusting trends using a data-driven local polynomial regression
Fritz, Marlon - In: Economic modelling 83 (2019), pp. 312-325
Persistent link: https://www.econbiz.de/10012206389
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Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei; Kusin, Vladimir; Salish, Nazarii - In: Economic modelling 108 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
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Using the Haar wavelet transform in the semiparametric specification of time series
Taylor, Larry W. - In: Economic modelling 26 (2009) 2, pp. 392-403
Persistent link: https://www.econbiz.de/10003839772
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni; Sghaier, Nadia - In: Economic modelling 50 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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Decomposing changes in the conditional variance of GDP over time
Amini, Shahram; Battisti, Michele; Parmeter, Christopher F. - In: Economic modelling 61 (2017), pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
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Vine copula Granger causality in mean
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
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Parameter estimation for a computable general equilibrium model : a maximum entropy approach
Arndt, Channing; Robinson, Sherman; Tarp, Finn - In: Economic modelling 19 (2002) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10001662507