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The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
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How do oil price forecast errors impact inflation forecast errors? : an empirical analysis from US, French and UK inflation forecasts
Bec, Frédérique; De Gaye, Annabelle - In: Economic modelling 53 (2016), pp. 75-88
Persistent link: https://www.econbiz.de/10011640970
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Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market
Wang, Yajing; Liang, Fang; Wang, Tianyi; Huang, Zhuo - In: Economic modelling 87 (2020), pp. 148-157
Persistent link: https://www.econbiz.de/10012416413
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Bootstrapping R 2 and adjusted R 2 in regression analysis
Ohtani, Kazuhiro - In: Economic modelling 17 (2000) 4, pp. 473-483
Persistent link: https://www.econbiz.de/10001533876
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Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58
Persistent link: https://www.econbiz.de/10010360616
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On the application of the rank tests for nonlinear cointegration to PPP: the case of Papua New Guinea
Liew, Venus Khim-sen; Ling, Tai-hu; Chia, Ricky Chee-Jiun; … - In: Economic modelling 29 (2012) 2, pp. 326-332
Persistent link: https://www.econbiz.de/10009535973
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Comparing behavioural and rational expectations for the US post-war economy
Liu, Chunping; Minford, Patrick - In: Economic modelling 43 (2014), pp. 407-415
Persistent link: https://www.econbiz.de/10010503040
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Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Robust random effects tests for two-way error component models with panel data
Wu, Jianhong - In: Economic modelling 59 (2016), pp. 1-8
Persistent link: https://www.econbiz.de/10011647588