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Student-t distribution based VAR-MGARCH : an application of the DCC model on international portfolio risk management
Ku, Yuan-Hung Hsu - In: Applied economics 40 (2008) 13/15, pp. 1685-1697
Persistent link: https://www.econbiz.de/10003743366
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Output volatility in Australia
Bodman, Philip M. - In: Applied economics 41 (2009) 22/24, pp. 3117-3129
Persistent link: https://www.econbiz.de/10003895115
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Exchange rate depreciation and exports : the case of Singapore revisited
Fang, Wen-shwo; Miller, Stephen M. - In: Applied economics 39 (2007) 1/3, pp. 273-277
Persistent link: https://www.econbiz.de/10003427300
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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Li, Jinliang; Kao, Chihwa; Zhang, Wei - In: Applied economics 42 (2010) 10/12, pp. 1437-1445
Persistent link: https://www.econbiz.de/10008658420
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Inflation and inflation uncertainty in Turkey
Keskek, Sami; Orhan, Mehmet - In: Applied economics 42 (2010) 10/12, pp. 1281-1291
Persistent link: https://www.econbiz.de/10008658508
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Do product innovation and news about the R&D process produce large price changes and overreaction? : the case of pharmaceutical stock prices
Pérez Rodríguez, Jorge V.; Valcarcel, Beatriz G. L. - In: Applied economics 44 (2012) 16/18, pp. 2217-2229
Persistent link: https://www.econbiz.de/10009572751
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The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang - In: Applied economics 43 (2011) 19/21, pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
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A conditional variance tale from an emerging economy's freely floating exchange rate
Kiliç, Rehim - In: Applied economics 43 (2011) 19/21, pp. 2465-2480
Persistent link: https://www.econbiz.de/10009379710