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Laplacian-energy-like measure : does it improve the Cross-Sectional Absolute Deviation herding model?
Huang, Chuangxia
;
Cai, Yaqian
;
Yang, Xiaoguang
;
Deng, …
- In:
Economic modelling
127
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464108
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Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie
;
Jiang, Zhi-qiang
;
Zhou, Wei-xing
- In:
Economic modelling
36
(
2014
),
pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
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