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Testing the long-run risk model : a Kalman filter approach
Wang, Jianqiu; Wu, Ke - In: Annals of financial economics 13 (2018) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011984134
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Multifractal behavior in precious metals : wavelet coherency and forecasting by VARIMA and V-FARIMA models
Doğangün, Itir; Ünal, Gazanfer - In: Annals of financial economics 14 (2019) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10012030827
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Forecasting of oil and agricultural commodity prices : VARMA versus ARMA
Gülerce, Mustafa; Ünal, Gazanfer - In: Annals of financial economics 12 (2017) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011853465