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Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W. - In: Applied financial economics 23 (2013) 16/18, pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
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Forecasting economic time series with the DyFor genetic program model
Wagner, Neal; Khouja, Moutaz; Michalewicz, Zbigniew; … - In: Applied financial economics 18 (2008) 4/6, pp. 357-378
Persistent link: https://www.econbiz.de/10003739115
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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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Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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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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Classification of GARCH time series : an empirical investigation
Kalantzis, T.; Papanastassiou, D. - In: Applied financial economics 18 (2008) 7/9, pp. 759-764
Persistent link: https://www.econbiz.de/10003739381
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Nonneutral short-run effects of derivates on gold prices
Kearney, Adrienne A.; Lombra, Raymond E. - In: Applied financial economics 18 (2008) 10/12, pp. 985-994
Persistent link: https://www.econbiz.de/10003739514
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Testing for infrequent permanent shocks : is the US inflation rate stationary?
Fujihara, Roger Arnold; Mougoué, Mbodja - In: Applied financial economics 17 (2007) 10/12, pp. 951-960
Persistent link: https://www.econbiz.de/10003538089