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1
The equity premium puzzle and two assets :
GMM
estimation
Chung, Chune Young
;
Fard, Amirhossein
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
Saved in:
2
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
3
Volatility spillovers to the emerging financial markets during taper talk and actual tapering
Ghosh, Saurabh
;
Saggar, Mridul K.
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 122-127
Persistent link: https://www.econbiz.de/10011703961
Saved in:
4
A change in the time-varying correlation between oil prices and the stock market
Jones, Paul
;
Collins, Luke
- In:
Applied economics letters
26
(
2019
)
7
,
pp. 537-542
Persistent link: https://www.econbiz.de/10012204266
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5
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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6
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
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7
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
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8
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
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9
K-factor GARMA models for intraday volatility forecasting
Bisaglia, Luisa
;
Bordignon, Silvano
;
Lisi, Francesco
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
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10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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