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New approaches to robust inference on market (non-)efficiency, volatility clustering and nonlinear dependence
Ibragimov, Rustam Ju.; Pedersen, Rasmus Søndergaard; … - 2024
Persistent link: https://www.econbiz.de/10015338767
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Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange
Shahid, Muhammad Naeem; Coronado, Semei; Sattar, Abdul - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 2, pp. 167-192
Persistent link: https://www.econbiz.de/10012041982
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Episodic non-linear behabiour of bilateral Malaysian ringgit-US Dollar spot rate
Lim, Kian-Ping; Azali, Mohamed - In: Journal of international economic review 6 (2013) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10010223531
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Episodic non-linear behaviour of bilateral Malaysian Ringgit-US Dollar spot rate
Lim, Kian-Ping; Azali, Mohamed - In: Journal of world economic review 9 (2014) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10010490456
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Episodic non-linear behavior of bilateral Malaysian ringgit-U.S. dollar spot rate
Lim, Kian-Ping; Azali, Mohamed - In: Global review of business and economic research 16 (2020) 1, pp. 25-48
Persistent link: https://www.econbiz.de/10012631054
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Nonlinearity in the Indian commodity markets : evidence from a battery of tests
Soni, Tarun Kumar - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 73-89
Persistent link: https://www.econbiz.de/10010197971
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Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg; Dijk, Dick van - 2011
Persistent link: https://www.econbiz.de/10009720755
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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A search for long-range dependence and chaotic structure in Indian stock market
Mishra, Ritesh Kumar; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Review of financial economics : RFE 20 (2011) 2, pp. 96-104
Persistent link: https://www.econbiz.de/10009271745
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Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Støve, Bård; Tjostheim, Dag; Hufthammer, Karl Ove - In: Journal of empirical finance 25 (2014), pp. 62-82
Persistent link: https://www.econbiz.de/10010462084