Narrow search
Showing 1 - 10 of 1,966
Cover Image
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
Cover Image
Predicting instability
Razzak, Weshah A. - In: Applied economics 45 (2013) 22/24, pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Cover Image
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Cover Image
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Cover Image
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.; Papaioannou, Michael G. - In: Applied economics 32 (2000) 10, pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Cover Image
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min; Hwang, Sun Young - In: Applied economics 53 (2021) 4, pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Cover Image
Local public good demands and demographic effects
Hayes, K. - In: Applied economics 18 (1986) 10, pp. 1039-1045
Persistent link: https://www.econbiz.de/10003573608
Cover Image
Population distribution, effective area and economic growth
Chenavaz, Régis; Escobar, Octavio - In: Applied economics 47 (2015) 52/54, pp. 5776-5790
Persistent link: https://www.econbiz.de/10011348864
Cover Image
Inter-regional endogenous growth under the impact of demographic changes
Kim, Tae-jeong; Hewings, J. D. - In: Applied economics 45 (2013) 22/24, pp. 3431-3449
Persistent link: https://www.econbiz.de/10010345355
Cover Image
Population and economic growth : a simultaneous equation perspective
Huang, Tai-hsin; Xie, Zixiong - In: Applied economics 45 (2013) 25/27, pp. 3820-3826
Persistent link: https://www.econbiz.de/10010345853