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Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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Data snooping and the global accrual anomaly
Leippold, Markus; Lohre, Harald - In: Applied financial economics 22 (2012) 7/9, pp. 509-535
Persistent link: https://www.econbiz.de/10009624402
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The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik; Heinen, Florian; Sibbertsen, Philipp - In: Journal of applied econometrics 29 (2014) 5, pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
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Jointness of growth determinants
Doppelhofer, Gernot; Weeks, Melvyn - In: Journal of applied econometrics 24 (2009) 2, pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
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Can inflation data improve the real-time reliability of output gap estimates?
Planas, Christophe; Rossi, Alessandro - In: Journal of applied econometrics 19 (2004) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10001924696
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Asympototically perfect and relative convergence of productivity
Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
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Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo; Caggese, Andrea - In: Applied financial economics 10 (2000) 3, pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
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Sign- and volatility-switching ARCH models : theory and applications to international stock markets
Fornari, Fabio - In: Journal of applied econometrics 12 (1997) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001215437
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Testing for convergence : evidence from non-parametric multimodality tests
Bianchi, Marco - In: Journal of applied econometrics 12 (1997) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10001223748