Narrow search
Showing 1 - 10 of 1,686
Cover Image
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
Cover Image
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Cover Image
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Cover Image
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; … - In: Economic modelling 42 (2014), pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Cover Image
Extremes, return level and identification of currency crises
Qin, Xiao; Liu, Liya - In: Economic modelling 37 (2014), pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
Cover Image
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele - In: Economic modelling 43 (2014), pp. 9-20
Persistent link: https://www.econbiz.de/10010500997
Cover Image
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie; Jiang, Zhi-qiang; Zhou, Wei-xing - In: Economic modelling 36 (2014), pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
Cover Image
Accumulation and distribution of human capital : the interaction between individual and aggregate variables
Giannini, Massimo - In: Economic modelling 20 (2003) 6, pp. 1053-1081
Persistent link: https://www.econbiz.de/10001806611
Cover Image
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Cover Image
Global distribution and dynamics of economic freedom : non-parametric approach
Kešeljević, Aleksandar; Spruk, Rok - In: Economic modelling 33 (2013), pp. 560-571
Persistent link: https://www.econbiz.de/10010193322