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Aggregation and long-memory : an analysis based on the discrete Fourier transform
Shi, Wendong; Sun, Jingwei - In: Economic modelling 53 (2016), pp. 470-476
Persistent link: https://www.econbiz.de/10011641086
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Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu - In: Economic modelling 30 (2013), pp. 317-321
Persistent link: https://www.econbiz.de/10009703641
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Dynamic frequency connectedness between oil and natural gas volatilities
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Economic modelling 84 (2020), pp. 181-189
Persistent link: https://www.econbiz.de/10012210340
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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre; Vosgha, Hamed - In: Economic modelling 77 (2019), pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
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Fiscal policy tracking design in the time : frequency domain using wavelet analysis
Crowley, Patrick M.; Hudgins, David - In: Economic modelling 51 (2015), pp. 502-514
Persistent link: https://www.econbiz.de/10011476134
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Industry co-movements of American depository receipts : evidences from the copula approaches
Lee, Chien-chiang; Chang, Chi-Hung; Chen, Mei-Ping - In: Economic modelling 46 (2015), pp. 301-314
Persistent link: https://www.econbiz.de/10011436620
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Energy portfolio risk management using time-varying extreme value copula methods
Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: Economic modelling 38 (2014), pp. 470-485
Persistent link: https://www.econbiz.de/10010419011
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Modeling asymmetric and dynamic dependence of overnight and daytime returns : an empirical evidence from China banking sector
Tong, Bin; Diao, Xundi; Wu, Chongfeng - In: Economic modelling 51 (2015), pp. 366-382
Persistent link: https://www.econbiz.de/10011476058
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How is China's coke price related with the world oil price? : the role of extreme movements
Guo, Yanfeng; Wen, Xiaoqian; Wu, Yanrui; Guo, Xiumei - In: Economic modelling 58 (2016), pp. 22-33
Persistent link: https://www.econbiz.de/10011647023
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On the isolated impact of copulas on risk measurement : asimulation study
Berger, Theo - In: Economic modelling 58 (2016), pp. 475-481
Persistent link: https://www.econbiz.de/10011647502