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Has 'inflation targeting' increased the predictive power of term structure about future inflation : evidence from Turkish experience?
Kaya, Huseyin; Yazgan, Mustafa Ege - In: Applied financial economics 21 (2011) 19/21, pp. 1539-1547
Persistent link: https://www.econbiz.de/10009356717
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A two-factor model of the German term structure of interest rates
Cassola, Nuno; Luís, Jorge Barros - In: Applied financial economics 13 (2003) 11, pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729
Persistent link: https://www.econbiz.de/10002111044
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Optimal modelling frequency for foreign exchange volatility forecasting
Hooper, Vincent J.; Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 19 (2009) 13/15, pp. 1159-1162
Persistent link: https://www.econbiz.de/10003886013
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
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Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian; Miao, Jia - In: Applied financial economics 17 (2007) 1/3, pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
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Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Chuang, I.-yuan; Lu, Jin-ray; Lee, Pei-hsuan - In: Applied financial economics 17 (2007) 13/15, pp. 1051-1060
Persistent link: https://www.econbiz.de/10003590371
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Using volume to forecast stock market volatility around the time of the 1929 crash
Ewing, Bradley T.; Thompson, Mark A.; Yanochik, Mark A. - In: Applied financial economics 17 (2007) 13/15, pp. 1123-1128
Persistent link: https://www.econbiz.de/10003590546