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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali; Gupta, Rangan; Mwabutwa, Chance; … - In: Economic modelling 29 (2012) 6, pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
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The euro introduction and noneuro currencies
Dijk, Dick van; Munandar, Haris; Hafner, Christian M. - In: Applied financial economics 21 (2011) 1/3, pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
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Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha; Mootamri, Imene - In: Economic modelling 54 (2016), pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
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Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van; Lahiani, Amine; Heller, David - In: Economic modelling 54 (2016), pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
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Testing extreme dependence in financial time series
Chaudhuri, Kausik; Sen, Rituparna; Tan, Zheng - In: Economic modelling 73 (2018), pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
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Common persistence in conditional variance : a reconsideration
Li, Chang-shuai - In: Economic modelling 29 (2012) 5, pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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Volatility forecasting using high frequency data : evidence from stock markets
Çelik, Sibel; Ergin, Hüseyin - In: Economic modelling 36 (2014), pp. 176-190
Persistent link: https://www.econbiz.de/10010412371