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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Applied economics 53 (2021) 31, pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
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Measuring CPI’s reliability : the stochastic approach to index numbers revisited
Liang, Kuo-yuan; Yen, Chen-hui - In: Applied economics 45 (2013) 19/21, pp. 2894-2908
Persistent link: https://www.econbiz.de/10010192365
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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
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On the power of indicators : how the choice of fuel poverty indicator affects the identification of the target population
Fizaine, Florian; Kahouli, Sondès - In: Applied economics 51 (2019) 11, pp. 1081-1110
Persistent link: https://www.econbiz.de/10012196512
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Estimating the true cost of living for households with different incomes using data from Taiwan
Lieu, Pang-tien; Chang, Chinkun; Mizzi, Philip J. - In: Applied economics 45 (2013) 19/21, pp. 3011-3023
Persistent link: https://www.econbiz.de/10010192328
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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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A comparison of six sampling schemes for price index construction in a COICOP food group
Heravi, Saeed M.; Morgan, Peter H. - In: Applied economics 46 (2014) 22/24, pp. 2685-2699
Persistent link: https://www.econbiz.de/10010417167
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Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
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Demand system estimation in the absence of price data : an application of Stone-Lewbel price indices
Castellón, César E.; Boonsaeng, Tullaya; Carpio, Carlos E. - In: Applied economics 47 (2015) 4/6, pp. 553-568
Persistent link: https://www.econbiz.de/10010464741