Narrow search
Showing 1 - 10 of 208
Cover Image
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur - In: Economic modelling 43 (2014), pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Cover Image
Trade openess and saving : investment correlations
Amirkhalkhali, Saleh; Dar, Atul A. - In: Economic modelling 24 (2007) 1, pp. 120-127
Persistent link: https://www.econbiz.de/10003408609
Cover Image
Interrelationships and volatility of the financial asset prices under capital flows : the case of Korea
Lee, Ki Seong; Yoon, Seok - In: Economic modelling 24 (2007) 3, pp. 386-397
Persistent link: https://www.econbiz.de/10003428974
Cover Image
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Cover Image
Financial variables and euro area growth : a non-parametric causality analysis
Panopulu, Aikaterinē - In: Economic modelling 26 (2009) 6, pp. 1414-1419
Persistent link: https://www.econbiz.de/10003923595
Cover Image
Bootstrapping covariate stationarity tests for inflation rates
Lee, Cheng-Feng; Tsong, Ching-Chuan - In: Economic modelling 26 (2009) 6, pp. 1443-1448
Persistent link: https://www.econbiz.de/10003923606
Cover Image
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications
Zhou, Jian; Nicholson, Joseph R. - In: Economic modelling 45 (2015), pp. 14-21
Persistent link: https://www.econbiz.de/10011334187
Cover Image
Regime-switching in volatility and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung; Wu, Chun-chou; Su, Yi Kai - In: Economic modelling 31 (2013), pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Cover Image
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Cover Image
Strategic correlativity and network games
Yang, Jianxia; Wu, John - In: Economic modelling 30 (2013), pp. 663-669
Persistent link: https://www.econbiz.de/10009708822