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An empirical model of fractionally cointegrated daily high and low stock market prices

Baruník, Jozef; Dvořáková, Sylvie - In: Economic modelling 45 (2015), pp. 193-206

Persistent link: https://www.econbiz.de/10011334126

Real or spurious long memory characteristics of volatility : empirical evidence from an emerging market

Yalama, Abdullah; Celik, Sibel - In: Economic modelling 30 (2013), pp. 67-72

Persistent link: https://www.econbiz.de/10009702263

A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets : the impacts of extreme weather

Liu, Hsiang-hsi; Chen, Yi-chun - In: Economic modelling 35 (2013), pp. 840-855

Persistent link: https://www.econbiz.de/10010338308

The impact of financial crises on the risk-return tradeoff and the leverage effect

Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418

Persistent link: https://www.econbiz.de/10011439598

Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model

Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733

Persistent link: https://www.econbiz.de/10009673617

Modeling high-frequency volatility with three-state FIGARCH models

Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483

Persistent link: https://www.econbiz.de/10011476127

Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model

Huang, Zhuo; Liu, Hao; Wang, Tianyi - In: Economic modelling 52 (2016), pp. 812-821

Persistent link: https://www.econbiz.de/10011643050

On business cycle fluctuations in USA macroeconomic time series

Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186

Persistent link: https://www.econbiz.de/10011640993

How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies

Wang, Xinyu; Qi, Zikang; Huang, Jianglu - In: Economic modelling 120 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014383984

Financial development and economic growth : an empirical analysis for Ireland

Adamopoulos, Antonios - In: International journal of economic sciences and applied … 3 (2010) 1, pp. 75-88

This study investigated the relationship between financial development and economic growth for Ireland for the period 1965-2007 using a vector error correction model (VECM). Questions were raised whether financial development causes economic growth or reversely taking into account the positive...

Persistent link: https://www.econbiz.de/10009009823