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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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An econometric analysis of the effects of market liberalization on price dynamics and price volatility
Chavas, Jean-Paul; Kim, Kwan-soo - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10003307046
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Modelling the structural break in volatility
Cholodilin, Konstantin Arkadʹevič; Yao, Vincent Wenxiong - In: Applied economics letters 13 (2006) 7, pp. 417-422
Persistent link: https://www.econbiz.de/10003338355
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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Further evidence for the negative relationship between stock returns and volatility
Kurz-Kim, Jeong-Ryeol - In: Applied economics letters 16 (2009) 13/15, pp. 1295-1300
Persistent link: https://www.econbiz.de/10003894134
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The decline in German output volatility : a Bayesian analysis
Aßmann, Christian; Boysen-Hogrefe, Jens; Liesenfeld, Roman - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
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Growth and volatility in the European Union : a linear or a non-parametric approach?
Botsaris, Charalampos; Tsagkanos, Athanasios - In: Applied economics letters 14 (2007) 1/3, pp. 65-69
Persistent link: https://www.econbiz.de/10003448353
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Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang; Huang, Shian-chang; Lin, Yi-mien - In: Applied economics letters 14 (2007) 1/3, pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
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Terms of trade and economic growth in Japan and Korea : an empirical analysis
Wong, Hock Tsen - In: Empirical economics : a journal of the Institute for … 38 (2010) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10003938689
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Growth volatility and the interaction between economic and political development
Edwards, Jeffrey A.; Thames, Frank C. - In: Empirical economics : a journal of the Institute for … 39 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10003992896