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Some properties of periodically collapsing bubbles
Yoon, Gawon - In: Economic modelling 29 (2012) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10009535996
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A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng; Chen, Xinyun; Xing, Haipeng - In: Economic modelling 118 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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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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An introduction to I(∞) processes
Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
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Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi; Li, Yong - In: Economic modelling 35 (2013), pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
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Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong; Chong, Terence Tai-Leung; Zhang, Jie - In: Economic modelling 29 (2012) 5, pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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Modeling of the national economies in state-space : a fractional calculus approach
Škovránek, Tomáš; Podlubny, Igor; Petráš, Ivo - In: Economic modelling 29 (2012) 4, pp. 1322-1327
Persistent link: https://www.econbiz.de/10009667366
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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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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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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374
Persistent link: https://www.econbiz.de/10011641058