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Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin; Lin, Shih-kuei; Hung, Ming-Chin; Huang, … - In: Economic modelling 54 (2016), pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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Testing the white noise hypothesis of stock returns
Hill, Jonathan B.; Motegi, Kaiji - In: Economic modelling 76 (2019), pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
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Diversification across ASEAN-wide sectoral and national equity returns
Balli, Faruk; Balli, Hatice Ozer; Luu, Mong Ngoc - In: Economic modelling 41 (2014), pp. 398-407
Persistent link: https://www.econbiz.de/10010440683
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Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Rizvi, Syed Aun Raza; Arshad, Shaista - In: Economic modelling 70 (2018), pp. 561-570
Persistent link: https://www.econbiz.de/10012027984
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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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
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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi; Raïssi, Hamdi - In: Economic modelling 90 (2020), pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
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Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li; Bu, Ruijun; Pan, Zhiyuan; Xu, Yuhua - In: Economic modelling 81 (2019), pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
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Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871