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Common persistence in conditional variance : a reconsideration
Li, Chang-shuai - In: Economic modelling 29 (2012) 5, pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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Common trends and common cycles in stock markets
Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend
McKnight, Stephen; Mihailov, Alexander; Rumler, Fabio - In: Economic modelling 87 (2020), pp. 383-393
Persistent link: https://www.econbiz.de/10012416768
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Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui; Huang, Difang; Li, Chen; Li, Luyang - In: Economic modelling 120 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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Macroeconomic activity dynamics and Granger causality : new evidence from a small developing economy based on a vector error-correction modelling analysis
Masih, Rumi - In: Economic modelling 13 (1996) 3, pp. 407-426
Persistent link: https://www.econbiz.de/10001204680
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Non-linear error correction, asymmetric adjustment and cointegration
Escribano, Álvaro - In: Economic modelling 15 (1998) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10001247645