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A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin; Yuan, Xianghui - In: Applied economics letters 28 (2021) 2, pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
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Measuring the degree of persistence in the U.S. economic policy uncertainty index
Gil-Alaña, Luis A.; Payne, James E. - In: Applied economics letters 27 (2020) 10, pp. 831-835
Persistent link: https://www.econbiz.de/10012266923
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Seasonality robust local whittle estimation
Wingert, Simon; Leschinski, Christian; Sibbertsen, Philipp - In: Applied economics letters 27 (2020) 18, pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
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Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin - In: Applied economics letters 22 (2015) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
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Relative efficiency of equity ETFs : an adaptive market hypothesis perspective
Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Applied economics letters 28 (2021) 14, pp. 1202-1207
Persistent link: https://www.econbiz.de/10012589993
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Correlation evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun; Goutte, Stephane; … - In: Applied economics letters 21 (2014) 16/18, pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
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Price co-movements in decentralized financial markets
Park, Seongwan; Lee, Seungju; Lee, Yunyoung; Ko, Hyungjin; … - In: Applied economics letters 30 (2023) 21, pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
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Dollar debt and equity returns
Braymen, Charles; Obonyo, Tirimba; Woessner, Nicholas E. - In: Applied economics letters 28 (2021) 12, pp. 1021-1025
Persistent link: https://www.econbiz.de/10012589735
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The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 23 (2016) 4/6, pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria - In: Applied economics letters 25 (2018) 10, pp. 698-701
Persistent link: https://www.econbiz.de/10012129801