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341
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Economic modelling
MPRA Paper
848
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622
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610
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561
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527
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468
International review of financial analysis
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ECONIS (ZBW)
341
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1
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
Saved in:
2
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
3
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
4
Exchange rate movements and the Australian economy
Manalo, Josef
;
Perera, Dilhan
;
Rees, Daniel M.
- In:
Economic modelling
47
(
2015
),
pp. 53-62
Persistent link: https://www.econbiz.de/10011438408
Saved in:
5
Stochastic lattice models for valuation of
volatility
options
Ma, Jingtang
;
Li, Wenyuan
;
Han, Xu
- In:
Economic modelling
47
(
2015
),
pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
Saved in:
6
Speculative behaviour and oil price predictability
Panopulu, Aikaterinē
;
Pantelidis, Theologos
- In:
Economic modelling
47
(
2015
),
pp. 128-136
Persistent link: https://www.econbiz.de/10011438977
Saved in:
7
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
8
Volatility
forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan
;
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
Economic modelling
47
(
2015
),
pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
Saved in:
9
International swap market contagion and
volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
10
Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem
;
Fazilet, Fatih
;
Tekatli, Necati
- In:
Economic modelling
49
(
2015
),
pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
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