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ECONIS (ZBW)
2,029
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1
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
2
Long range dependence in an emerging stock market's sectors :
volatility
modelling and
VaR
forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
3
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
4
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Consumption and the interest rate : a changing dynamic?
Nordström, Martin
- In:
Applied economics
52
(
2020
)
51
,
pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
Saved in:
8
A new generalized
volatility
proxy via the stochastic
volatility
model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
9
Uncertainty in currency mispricing
Clements, Kenneth W.
;
Lan, Yihui
;
Si, Jiawei
- In:
Applied economics
50
(
2018
)
20
,
pp. 2297-2312
Persistent link: https://www.econbiz.de/10011850129
Saved in:
10
Is Bitcoin really a currency? : a viewpoint of a stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
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