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Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs; Villatoro, Marco - In: Applied economics 47 (2015) 16/18, pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
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An alternative demand indicator : the 'non-accelerating inflation rate of capacity utilization'
Nahuis, Niek J. - In: Applied economics 35 (2003) 11, pp. 1339-1344
Persistent link: https://www.econbiz.de/10001777966
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Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator
Charles, Amélie; Darné, Olivier; Tripier, Fabien - In: Applied economics 50 (2018) 10, pp. 1093-1107
Persistent link: https://www.econbiz.de/10011848253
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Value of hedge and expected returns
Ma, Jinpeng; Tang, Max; Wang, Yuming - In: Applied economics 48 (2016) 34/36, pp. 3373-3398
Persistent link: https://www.econbiz.de/10011617244
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Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
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The 2007 - 2009 financial crisis : changing market dynamics and the impact of credit supply and aggregate demand sensitivity
Grammatikos, Theoharry; Vermeulen, Robert - In: Applied economics 46 (2014) 7/9, pp. 895-911
Persistent link: https://www.econbiz.de/10010398846
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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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The effectiveness of fiscal and monetary policy responses to twin crises
Li, Jie - In: Applied economics 45 (2013) 25/27, pp. 3904-3913
Persistent link: https://www.econbiz.de/10010345839
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Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang; Kim, Sang Bong; Nam, Chu-ha - In: Applied economics 47 (2015) 1/3, pp. 255-271
Persistent link: https://www.econbiz.de/10010463934