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31
Tail dependence analysis of stock markets using extreme value
theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
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32
Forecasting volatility in the Indian equity market using return and range-based models
Raju, Karthik
;
Rangaswamy, Saravanan
- In:
Applied economics
49
(
2017
)
49
,
pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
Saved in:
33
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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34
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
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35
Early warning signals using AVaRs of infinitely divisible GARCH models : evidence from stock index markets
Chang, Chia-Chien
;
Hu, Te-Chung
;
Kao, Chiu-Fen
;
Chang, …
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4630-4652
Persistent link: https://www.econbiz.de/10011380706
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36
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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37
A stationary unbiased finite sample ARCH-LM test procedure
Sjölander, Pär
- In:
Applied economics
43
(
2011
)
7/9
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10009124329
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38
Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man
;
Zheng, Xian
;
Wang, Hui
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
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39
Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.
;
Vedenov, Dmitry V.
;
Anderson, David P.
; …
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
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40
Optimal hedge ratio estimation and hedge effectiveness with multivariate skew distributions
Liu, Wei-hn
- In:
Applied economics
46
(
2014
)
10/12
,
pp. 1420-1435
Persistent link: https://www.econbiz.de/10010399261
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