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One shape fits all? : a comprehensive examination of cryptocurrency return distributions
Szczygielski, Jan Jakub; Karathanasopoulos, Andreas; … - In: Applied economics letters 27 (2020) 19, pp. 1567-1573
Persistent link: https://www.econbiz.de/10012315670
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Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon; Baek, Changryong - In: Applied economics letters 30 (2023) 11, pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
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Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.; Saha, Tapas Kumar - In: Applied economics letters 31 (2024) 4, pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
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Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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Long memory in return volatility
Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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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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Out-of-sample forecasting of the Canadian unemployment rates using univariate models
Jaffur, Zameelah Rifkha Khan; Sookia, Noor Ul Hacq; … - In: Applied economics letters 24 (2017) 13/15, pp. 1097-1101
Persistent link: https://www.econbiz.de/10011716657
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Estimating the trend in US real GDP using the l1 trend filtering
Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716
Persistent link: https://www.econbiz.de/10011714160
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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza; Caldeira, João F.; Raimundo … - In: Applied economics letters 29 (2022) 2, pp. 118-122
Persistent link: https://www.econbiz.de/10012803391