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1
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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2
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
Saved in:
3
Structural breaks and GARCH models of stock return
volatility
: the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
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4
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
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5
Persistence and stochastic convergence of euro area unemployment rates*
Krištić, Irena Raguž
;
Dumančić, Lucija Rogić
; …
- In:
Economic modelling
76
(
2019
),
pp. 192-198
Persistent link: https://www.econbiz.de/10012198315
Saved in:
6
Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza
;
Karaa, Adel
- In:
Economic modelling
59
(
2016
),
pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
Saved in:
7
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
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8
Asset prices and economic fluctuations : the implications of stochastic
volatility
Chen, Junping
;
Xiong, Xiong
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Economic modelling
64
(
2017
),
pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
Saved in:
9
Testing
volatility
persistence on Markov switching stochastic
volatility
models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
10
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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