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Estimating the density tail index for financial time series

Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175

Persistent link: https://www.econbiz.de/10001222499

Performance of the official composite leading index in monitoring the Singapore economy

Chow, Hwee-kwan - In: Asian economic journal : journal of the East Asian … 7 (1993) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10015173894

An Application of ARCH and GARCH Models to Test Total Returns of Jeffries Commodity Performance Index

Guirguis, Michel - 2018

volatility of the Thomson Reuters Jeffries Commodity Performance Index returns,(TR/JCPI), for changing conditional variances to …

Persistent link: https://www.econbiz.de/10012910788

Functional index coefficient models with variable selection

Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284

Persistent link: https://www.econbiz.de/10011504526

Indicators of real convergence and their application

Pecican, Eugen Ştefan - 2010

Measurable aspects of the economic convergence of EU countries form the main topic of this paper. For this purpose, statistical and econometric methods are presented and applied for revealing characteristic elements of such a process. A first group of methods refers mainly to aspects such as:...

Persistent link: https://www.econbiz.de/10010529083