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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
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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
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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
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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
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Short-run dynamics in bank credit : assessing nonlinearities in cyclicality
Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 37 (2014), pp. 127-136
Persistent link: https://www.econbiz.de/10010417227
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Stylized facts of business cycles in a transition economy in time and frequency
Caraiani, Petre - In: Economic modelling 29 (2012) 6, pp. 2163-2173
Persistent link: https://www.econbiz.de/10009673811
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Common features and output fluctuations in the United Kingdom
Caporale, Guglielmo Maria - In: Economic modelling 14 (1997) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001241620
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A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - In: Economic modelling 33 (2013), pp. 367-374
Persistent link: https://www.econbiz.de/10010192932
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The financial cycles in four East Asian economies
Pontines, Victor - In: Economic modelling 65 (2017), pp. 51-66
Persistent link: https://www.econbiz.de/10011813550
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290