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Integer-valued moving average modelling of the number of transactions in stocks
Brännäs, Kurt; Quoreshi, A. M. M. Shahiduzzaman - In: Applied financial economics 20 (2010) 16/18, pp. 1429-1440
Persistent link: https://www.econbiz.de/10009010922
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Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald; Tse, Yiu Kuen; Tsui, Albert K. - In: Applied financial economics 12 (2002) 11, pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
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Purchasing power parity in the long run and structural breaks : evidence from real sterling exchange rates
Parkes, Andrew L. H.; Savvides, Andreas - In: Applied financial economics 9 (1999) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10001454290
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Comparison of univariate and multivariate Granger causality in international asset pricing : evidence from Finnish and Japanese financial economies
Östermark, Ralf; Aaltonen, Jaana - In: Applied financial economics 9 (1999) 2, pp. 155-165
Persistent link: https://www.econbiz.de/10001454303
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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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Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth; Brzeszczynski, Janusz - In: Applied financial economics 21 (2011) 19/21, pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
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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
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Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied financial economics 23 (2013) 19/21, pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
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A value-at-risk approach with kernel estimator
Huang, Alex - In: Applied financial economics 19 (2009) 4/6, pp. 379-395
Persistent link: https://www.econbiz.de/10003828521
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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