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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Assessing efficiency and investment opportunities in commodities : a time series and portfolio simulations approach
Jawadi, Fredj; Ftiti, Zied; Hdia, Mouna - In: Economic modelling 64 (2017), pp. 567-588
Persistent link: https://www.econbiz.de/10011761313
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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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Stress-testing for portfolios of commodity futures
Paraschiv, Florentina; Mudry, Pierre-Antoine; Andrieş, … - In: Economic modelling 50 (2015), pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
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Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre; Maurer, Frantz - In: Economic modelling 67 (2017), pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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Extreme risk spillovers across financial markets under different crises
Cao, Yufei - In: Economic modelling 116 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
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A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie Jane - In: Economic modelling 51 (2015), pp. 560-570
Persistent link: https://www.econbiz.de/10011476155