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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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Nonlinear adjustment to the mean reversion of consumption-income ratio
Elmi, Zahra Mila; Ranjbar, Omid - In: Economic modelling 35 (2013), pp. 477-480
Persistent link: https://www.econbiz.de/10010336773
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Mean-reversion in international real interest rates
Kim, Jae H.; Ji, Philip Inyeob - In: Economic modelling 28 (2011) 4, pp. 1959-1966
Persistent link: https://www.econbiz.de/10009272305
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Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
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New nonlinear estimators of the gravity equation
Mnasri, Ayman; Nechi, Salem - In: Economic modelling 95 (2021), pp. 192-202
Persistent link: https://www.econbiz.de/10012695982
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - In: Economic modelling 64 (2017), pp. 302-311
Persistent link: https://www.econbiz.de/10011761016
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Macroeconomic activity dynamics and Granger causality : new evidence from a small developing economy based on a vector error-correction modelling analysis
Masih, Rumi - In: Economic modelling 13 (1996) 3, pp. 407-426
Persistent link: https://www.econbiz.de/10001204680