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Gil-Alaña, Luis A.
12
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Applied economics letters
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1
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
2
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
3
Value at risk forecasting for
volatility
index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
4
Long memory in return
volatility
Yoon, Gawon
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
Saved in:
5
Do intraday data contain more information for
volatility
forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
Saved in:
6
Time series evidence on the linkage between the
volatility
and growth of output
Beaumont, Paul Michael
;
Norrbin, Stefan C.
;
Yigit, F. Pinar
- In:
Applied economics letters
15
(
2008
)
1/3
,
pp. 45-48
Persistent link: https://www.econbiz.de/10003724936
Saved in:
7
Long-memory and shifts in the unconditional variance in the exchange rate euro, US dollar returns
Nouira, Lei͏̈la
;
Ahamada, Ibrahim
;
Jouini, Jamel
; …
- In:
Applied economics letters
11
(
2004
)
9
,
pp. 591-594
Persistent link: https://www.econbiz.de/10002140966
Saved in:
8
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
9
Effect of uncertainty on U.S. stock returns and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
10
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
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