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A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.; Silvapulle, Paramsothy; Silvapulle, … - In: Economic modelling 42 (2014), pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
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Multi-scale causality and extreme tail inter-dependence among housing prices
Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Ahmed, Ali M. - In: Economic modelling 70 (2018), pp. 301-309
Persistent link: https://www.econbiz.de/10012027930
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Vine copula Granger causality in mean
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
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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
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Spatial price dependence by time scale : empirical evidence from the international butter markets
Fousekis, Panajiotis; Grigoriadis, Vasilis - In: Economic modelling 54 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011642090
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Exchange rates and the global transmission of equity market shocks
Ojea-Ferreiro, Javier; Reboredo, Juan Carlos - In: Economic modelling 114 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013367523
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How long to own and how much to use a car? : a dynamic discrete choice model to explain holding duration and driven mileage
Lapparent, Matthieu de; Cernicchiaro, Guilia - In: Economic modelling 29 (2012) 5, pp. 1737-1744
Persistent link: https://www.econbiz.de/10009667117
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Analysing welfare reform in a microsimulation-AGE model : the value of disaggregation
Arntz, Melanie; Boeters, Stefan; Gürtzgen, Nicole; … - In: Economic modelling 25 (2008) 3, pp. 422-439
Persistent link: https://www.econbiz.de/10003724868
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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
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Heterogeneity in the relationship between subjective well-being and its determinants over the life cycle : a varying-coefficient ordered probit approach
Lin, Yi-Chen; Hwang, Ruey-Ching; Deng, Wen-Shuenn - In: Economic modelling 49 (2015), pp. 372-386
Persistent link: https://www.econbiz.de/10011439595