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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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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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Short-run dynamics in bank credit : assessing nonlinearities in cyclicality
Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 37 (2014), pp. 127-136
Persistent link: https://www.econbiz.de/10010417227
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Decomposing changes in the conditional variance of GDP over time
Amini, Shahram; Battisti, Michele; Parmeter, Christopher F. - In: Economic modelling 61 (2017), pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
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Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei; Kusin, Vladimir; Salish, Nazarii - In: Economic modelling 108 (2022), pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
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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
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Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni; Sghaier, Nadia - In: Economic modelling 50 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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Using the Haar wavelet transform in the semiparametric specification of time series
Taylor, Larry W. - In: Economic modelling 26 (2009) 2, pp. 392-403
Persistent link: https://www.econbiz.de/10003839772