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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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1
Masking of volatility by seasonal adjustment methods
Hayat, Aziz
;
Bhatti, Muhammad Ishaq
- In:
Economic modelling
33
(
2013
),
pp. 676-688
Persistent link: https://www.econbiz.de/10010194430
Saved in:
2
Testing fractional integration with monthly data
Gil-Alaña, Luis A.
- In:
Economic modelling
16
(
1999
)
4
,
pp. 613-629
Persistent link: https://www.econbiz.de/10001426392
Saved in:
3
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
4
Testing of seasonal integration and cointegration with fractionally integrated techniques : an application to the Danish labour demand
Gil-Alaña, Luis A.
- In:
Economic modelling
25
(
2008
)
2
,
pp. 326-339
Persistent link: https://www.econbiz.de/10003724848
Saved in:
5
A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
6
Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon
- In:
Economic modelling
45
(
2015
),
pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
Saved in:
7
Modeling the impact of education on the economic growth : evidence from aggregated and disaggregated time series data of Pakistan
Jalil, Abdul
;
Idrees, Muhammad
- In:
Economic modelling
31
(
2013
),
pp. 383-388
Persistent link: https://www.econbiz.de/10009729057
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8
Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim
;
Jolivaldt, Philippe
- In:
Economic modelling
31
(
2013
),
pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
Saved in:
9
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
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10
US inflation and consumption : a long-term perspective with a level shift
Paradiso, Antonio
;
Casadio, Paolo
;
Bhaskara Rao, …
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1837-1849
Persistent link: https://www.econbiz.de/10009667088
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