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Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing; Zhao, Xin; Zhou, Xiaoxiao - In: Applied economics 55 (2023) 36, pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
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Generalizing the General : generalizing the CES production function to allow for the viability of input thresholds
Moosavian, Ali Zeytoon Nejad; Goodwin, Barry K.; Ghosh, … - In: Applied economics 55 (2023) 37, pp. 4331-4347
Persistent link: https://www.econbiz.de/10014301234
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Uncertainty diffusion across commodity markets
Cadoret, Isabelle; Minlend, Jacques; Razafindrabe, Tovonony - In: Applied economics 55 (2023) 38, pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
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Yield curve shapes and foreign exchange rates : the term structure of interest rates model approach
Ishii, Hokuto - In: Applied economics 55 (2023) 38, pp. 4402-4414
Persistent link: https://www.econbiz.de/10014301246
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The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng - In: Applied economics 55 (2023) 48, pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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Research on credit scoring method matching the probability of default : evidence from Lending Club
Ma, Hongdong; Li, Gang; Liu, Rongyue; Zhang, Kexin; … - In: Applied economics 55 (2023) 50, pp. 5864-5877
Persistent link: https://www.econbiz.de/10014335832
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz; Wei, Xiaopeng - In: Applied economics 55 (2023) 51, pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
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Portfolio selections for insurers with ambiguity aversion : minimizing the probability of ruin
Liu, Bing; Zhang, Lihong; Zhou, Ming - In: Applied economics 56 (2024) 12, pp. 1423-1439
Persistent link: https://www.econbiz.de/10014471101