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ECONIS (ZBW)
532
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1
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10
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532
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1
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
Saved in:
2
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel
- In:
Applied financial economics
15
(
2005
)
7
,
pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Saved in:
3
Nonparametric conditional density
estimation
of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit
;
Siddiqui, Sikandar
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
Saved in:
4
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
5
Liquidity effects and precautionary saving in the Czech Republic
Bredin, Donal
;
Cuthbertson, Keith
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 405-413
Persistent link: https://www.econbiz.de/10001671113
Saved in:
6
The role of money during the recession in Australia in 1990 - 92
Weber, Ernst Juerg
- In:
Applied financial economics
4
(
1994
)
5
,
pp. 355-361
Persistent link: https://www.econbiz.de/10001173603
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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