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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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2
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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3
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
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4
The causal relationship between economic policy uncertainty and stock indices in OECD and non-OECD countries : evidence from time-varying Granger causality tests on a lag-augmented...
Ono, Hiroshi
- In:
Applied economics letters
30
(
2023
)
5
,
pp. 572-576
Persistent link: https://www.econbiz.de/10013553714
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5
A boosting approach to
forecasting
gold and silver returns : economic and statistical forecast evaluation
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 347-352
Persistent link: https://www.econbiz.de/10011430599
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6
The mortgage spread as a predictor of real-time economic activity
Hännikäinen, Jari
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 112-116
Persistent link: https://www.econbiz.de/10011414443
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7
The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.
;
Pincheira, Pablo
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 126-131
Persistent link: https://www.econbiz.de/10011414456
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8
A bottom-up approach for
forecasting
GDP in a data-rich environment
Dias, Francisco C.
;
Pinheiro, Maximiano
;
Rua, António
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 718-723
Persistent link: https://www.econbiz.de/10012129805
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9
The effectiveness of exchange-rate-based monetary policy : evidence from survey data
Bianchi, Paolo
;
Deschamps, Bruno
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1261-1265
Persistent link: https://www.econbiz.de/10012135375
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10
The role of uncertainty in
forecasting
employment by skill and industry
Sakutukwa, Tutsirai
;
Yang, Hee-Seung
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1288-1291
Persistent link: https://www.econbiz.de/10012135384
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