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Do sunspot numbers cause global temperatures? : evidence from a frequency domain causality test
Gupta, Rangan; Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Applied economics 47 (2015) 7/9, pp. 798-808
Persistent link: https://www.econbiz.de/10010512114
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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan; Lien, Da-hsiang Donald; Roh, Tai-Yong; … - In: Applied economics 52 (2020) 40, pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
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A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios; Ladopoulos, Konstantinos; … - In: Applied economics 50 (2018) 34/35, pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
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Cross-sectional and time-series momentum returns : are Islamic stocks different?
Cheema, Muhammad A.; Nartea, Gilbert V. - In: Applied economics 50 (2018) 54, pp. 5830-5845
Persistent link: https://www.econbiz.de/10012062915
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Profit persistence and stock returns
Gschwandtner, Adelina; Hauser, Michael A. - In: Applied economics 48 (2016) 37/39, pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
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Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
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On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
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Why is it so difficult to outperform the random walk? : an application of the Meese-Rogoff puzzle to stock prices
Moosa, Imad A.; Vaz, John - In: Applied economics 47 (2015) 4/6, pp. 398-407
Persistent link: https://www.econbiz.de/10010463372
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Forecasting REIT volatility with high-frequency data : a comparison of alternative methods
Zhou, Jian - In: Applied economics 49 (2017) 26, pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614