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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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Further results on the detection of changes in persistence in linear time series
Cook, Steven - In: Applied economics letters 14 (2007) 1/3, pp. 145-150
Persistent link: https://www.econbiz.de/10003448445
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Dairy supply response under stochastic trend and seasonality
Adhikari, Murali; Paudel, Krishna P.; Houstan, Jack; … - In: Applied economics letters 14 (2007) 10/12, pp. 887-891
Persistent link: https://www.econbiz.de/10003589486
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On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives
Su, Jen-je - In: Applied economics letters 10 (2003) 10, pp. 637-641
Persistent link: https://www.econbiz.de/10001801943
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Nonlinear trend stationarity in global and hemispheric temperatures
Lai, Kon-sun; Yoon, Mann J. - In: Applied economics letters 25 (2018) 1, pp. 15-18
Persistent link: https://www.econbiz.de/10011853576
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On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei; Chang, Tsangyao - In: Applied economics letters 30 (2023) 17, pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
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Bootstrapping prediction intervals on stochastic volatility models
Lee, Yun-huan; Fan, Tsai-hung - In: Applied economics letters 13 (2006) 1, pp. 41-45
Persistent link: https://www.econbiz.de/10003273839
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Forecasting economic time series with measurement error
Fukuda, Kosei - In: Applied economics letters 12 (2005) 15, pp. 923-927
Persistent link: https://www.econbiz.de/10003237722
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Forecasting the stationary AR(1) with an almost unit root
Halkos, George E.; Kevork, Ilias S. - In: Applied economics letters 13 (2006) 12, pp. 789-793
Persistent link: https://www.econbiz.de/10003385607
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292