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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam; Collet, Jérôme - In: Applied financial economics 18 (2008) 7/9, pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
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The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar - In: Applied financial economics 10 (2000) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
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A regression tree analysis of real interest rate regime changes
Johnson, Paul A.; Garcia, Márcio Gomes Pinto - In: Applied financial economics 10 (2000) 2, pp. 171-176
Persistent link: https://www.econbiz.de/10001526218
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Long memory in the Greek stock market
Barkoulas, John T.; Baum, Christopher F.; Travlos, … - In: Applied financial economics 10 (2000) 2, pp. 177-184
Persistent link: https://www.econbiz.de/10001526219