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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
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Predicting recessions with the term spread : recent evidence from seven countries
Moersch, Mathias; Pohl, Armin - In: Applied economics letters 18 (2011) 13/15, pp. 1285-1288
Persistent link: https://www.econbiz.de/10009348089
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IGARCH models and structural breaks
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko; Sakurai, Yuji - In: Applied economics letters 18 (2011) 13/15, pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
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Using VIX data to enhance technical trading signals
Kozyra, James; Lento, Camillo - In: Applied economics letters 18 (2011) 13/15, pp. 1367-1370
Persistent link: https://www.econbiz.de/10009348014
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Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
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Is market index autocorrelation attributable to price latency? : evidence from CSI500
Li, Meng; Qiao, Lixin; Sun, Fangfang - In: Applied economics letters 29 (2022) 5, pp. 427-430
Persistent link: https://www.econbiz.de/10012873302
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The performance of NASDAQ-listed UK ADRs : a note
Schaub, Mark - In: Applied economics letters 18 (2011) 16/18, pp. 1735-1738
Persistent link: https://www.econbiz.de/10009383304