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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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Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung; Wang, Jai Jen - In: Applied economics letters 15 (2008) 7/9, pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
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On the multivariate EGARCH model
Jane, Ten-Der; Ding, Cherng G. - In: Applied economics letters 16 (2009) 16/18, pp. 1757-1761
Persistent link: https://www.econbiz.de/10003932399
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On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios
Ku, Yuan-hung Hsu; Chen, Ho-chyuan; Chen, Kuang-hua - In: Applied economics letters 14 (2007) 7/9, pp. 503-509
Persistent link: https://www.econbiz.de/10003512160
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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A test for multivariate ARCH effects
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 7, pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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Corona, crisis and conditional heteroscedasticity
Kiss, Tamás; Österholm, Pär - In: Applied economics letters 28 (2021) 9, pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
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The effect of an interest-free banking system on level and volatility of inflation : a GARCH model
Eslamloueyan, Karim - In: Applied economics letters 15 (2008) 10/12, pp. 879-882
Persistent link: https://www.econbiz.de/10003785779
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Modelling Fiji-US exchange rate volatility
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 7/9, pp. 831-834
Persistent link: https://www.econbiz.de/10003855049
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Dynamic hedging performance with the evaluation of multivariate GARCH models : evidence from KOSTAR index futures
Moon, Gyu-hyen; Yu, Wei-choun; Hong, Chung-hyo - In: Applied economics letters 16 (2009) 7/9, pp. 913-919
Persistent link: https://www.econbiz.de/10003855529