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Different compositions of aggregate sentiment and their impact on macroeconomic stability
Franke, Reiner; Westerhoff, Frank H. - In: Economic modelling 76 (2019), pp. 117-127
Persistent link: https://www.econbiz.de/10012198272
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An empirical investigation of herding in the U.S. stock market
Clements, Adam; Hurn, Stan; Shi, Shuping - In: Economic modelling 67 (2017), pp. 184-192
Persistent link: https://www.econbiz.de/10011813808
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Herding, social network and volatility
Wang, Guocheng; Wang, Yanyi - In: Economic modelling 68 (2018), pp. 74-81
Persistent link: https://www.econbiz.de/10011934579
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Herding behavior among wine investors
Aytaç, Beysül; Coqueret, Guillaume; Mandou, Cyrille - In: Economic modelling 68 (2018), pp. 318-328
Persistent link: https://www.econbiz.de/10011935381
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Stochastic lattice models for valuation of volatility options
Ma, Jingtang; Li, Wenyuan; Han, Xu - In: Economic modelling 47 (2015), pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
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Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng; Zhu, Wenli; Huang, Jiexiang; Zhang, Jin E. - In: Economic modelling 54 (2016), pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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Optimal stopping time with stochastic volatility
Zhang, Ran; Xu, Shuang - In: Economic modelling 41 (2014), pp. 319-328
Persistent link: https://www.econbiz.de/10010440735
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Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke; Vorada Limjaroenrat - In: Economic modelling 65 (2017), pp. 75-94
Persistent link: https://www.econbiz.de/10011813600