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~isPartOf:"Applied economics letters"
~language:"eng"
~language:"nld"
~person:"Baek, Changryong"
~person:"Caporale, Guglielmo Maria"
~person:"Taylor, Mark P."
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Baek, Changryong
Caporale, Guglielmo Maria
Taylor, Mark P.
Gupta, Rangan
5
Gil-Alaña, Luis A.
4
Ma, Feng
4
Apergēs, Nikolaos
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Bishop, Paul
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Athiphat Muthitacharoen
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Applied economics letters
Applied economics
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Journal of international money and finance
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International journal of finance & economics : IJFE
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Economica
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Oxford bulletin of economics and statistics
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International review of financial analysis
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Annales d'économie et de statistique
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Annals of public and cooperative economics
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Applied financial economics letters
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China economic review : an international journal
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Computational economics
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Eastern economic journal
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Empirica : journal of european economics
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ECONIS (ZBW)
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1
Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
Saved in:
2
Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
3
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
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