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Covid-19 impact on Cryptocurre...
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1
Permanent shocks and forecasting with moving averages
Lee, Yoonsuk
;
Brorsen, B. Wade
- In:
Applied economics
49
(
2017
)
12
,
pp. 1213-1225
Persistent link: https://www.econbiz.de/10011811267
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2
The risks of
cryptocurrencies
with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
3
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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4
Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea
- In:
Applied economics
52
(
2020
)
7
,
pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
Saved in:
5
On stylized facts of
cryptocurrencies
returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
Modelling profit series : nonstationary and long memory
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1475-1482
Persistent link: https://www.econbiz.de/10003742995
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7
Forecasting electricity spot prices using time-series models with a double temporal segmentation
Bessec, Marie
;
Fouquau, Julien
;
Meritet, Sophie
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011412836
Saved in:
8
Forecasting the price of gold
Hassani, Hossein
;
Silva, Emmanuel Sirimal
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4141-4152
Persistent link: https://www.econbiz.de/10011294643
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9
A SETAR model for Canadian GDP : non-linearities and forecast comparisons
Feng, Hui
;
Liu, Jia
- In:
Applied economics
35
(
2003
)
18
,
pp. 1957-1964
Persistent link: https://www.econbiz.de/10001863393
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10
Asymptotics of rend stationary fractionally integrated ARMA models
Chung, Sang-Kuck
- In:
Applied economics
32
(
2000
)
12
,
pp. 1509-1514
Persistent link: https://www.econbiz.de/10001524416
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