Narrow search
Showing 1 - 10 of 93
Cover Image
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Cover Image
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Cover Image
Does exchange rate volatility matter for international sales? : evidence from US firm level data
Tunç, Cengiz; Solakoğlu, Mehmet Nihat - In: Economics letters 149 (2016), pp. 152-156
Persistent link: https://www.econbiz.de/10011620219
Cover Image
Complete subset least squares support vector regression
Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
Cover Image
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos; Xie, Sihong; Yao, Feng - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Cover Image
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan - In: Economics letters 83 (2004) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
Cover Image
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Cover Image
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Cover Image
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Cover Image
Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan; Lu, Shan - In: Economics letters 141 (2016), pp. 116-118
Persistent link: https://www.econbiz.de/10011616200