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Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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2
Forecasting growth during the Great Recession : is financial volatility the missing ingredient?
Ferrara, Laurent
;
Marsilli, Clément
;
Ortega, Juan-Pablo
- In:
Economic modelling
36
(
2014
),
pp. 44-50
Persistent link: https://www.econbiz.de/10010412035
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3
A dynamic model of real-financial markets interaction
Sordi, Serena
;
Naimzada, Ahmad
;
Dávila-Fernández, …
- In:
Economic modelling
149
(
2025
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015440980
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4
Resurrecting the Phillips Curve in Low-Inflation Times
Conti, Antonio M.
- In:
Economic modelling
96
(
2021
),
pp. 172-195
Persistent link: https://www.econbiz.de/10012745348
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5
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Urom, Christian
;
Abid, Ilyes
;
Guesmi, Khaled
; …
- In:
Economic modelling
93
(
2020
),
pp. 230-258
Persistent link: https://www.econbiz.de/10012430139
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6
Liquidity pull-back and predictability of government security yield volatility
Chundakkadan, Radeef
;
Sasidharan, Subash
- In:
Economic modelling
77
(
2019
),
pp. 124-132
Persistent link: https://www.econbiz.de/10012198446
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7
Exchange rate predictability, risk premiums, and predictive system
Bak, Yuhyeon
;
Park, Cheolbeom
- In:
Economic modelling
116
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014512468
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8
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
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9
Robust estimation of the range-based GARCH model : forecasting volatility, value at risk and expected shortfall of cryptocurrencies
Fiszeder, Piotr
;
Małecka, Marta
;
Molnár, Peter
- In:
Economic modelling
141
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015191454
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10
Early warning models against bankruptcy risk for Central European and Latin American enterprises
Korol, Tomasz
- In:
Economic modelling
31
(
2013
),
pp. 22-30
Persistent link: https://www.econbiz.de/10009725812
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