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Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
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2
Correcting for selectivity bias in the estimation of road crash costs
Giles, Margaret J.
- In:
Applied economics
35
(
2003
)
11
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10001777955
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3
Time-series econometrics of growth-models : a guide for applied economists
Bhaskara Rao, Buddhavarapu
- In:
Applied economics
42
(
2010
)
1/3
,
pp. 73-86
Persistent link: https://www.econbiz.de/10003922761
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Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
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5
Presidential approval and macroeconomic conditions : evidence from a nonlinear model
Choi, Seung-Whan
;
James, Patrick
;
Li, Yitan
;
Olson, Eric
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4558-4572
Persistent link: https://www.econbiz.de/10011640677
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6
Optimal price setting during a currency changeover : theory and evidence from french restaurants
Berardi, Nicoletta
;
Eife, Thomas A.
;
Gautier, Erwan
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2766-2782
Persistent link: https://www.econbiz.de/10010417154
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7
Inflation
in Mozambique : empirical facts based on persistence, seasonality and breaks
Gil-Alaña, Luis A.
;
Barros, Carlos Pestana
;
Faria, …
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2545-2555
Persistent link: https://www.econbiz.de/10010417196
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8
The effect of VAT rate on
inflation
in Latvia : evidence from CPI microdata
Benkovskis, Konstantins
;
Fadejeva, Ludmila
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2520-2533
Persistent link: https://www.econbiz.de/10010417200
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9
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
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10
Empirical research on monetary policy, asset prices and
inflation
: an analysis based on provincial panel data in China
Liu, Shenglong
;
Chen, Guifu
;
Hamori, Shigeyuki
- In:
Applied economics
46
(
2014
)
34/36
,
pp. 4190-4204
Persistent link: https://www.econbiz.de/10010462820
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