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1
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
2
The exchange rate exposure puzzle : the long and the short of it
Snaith, Stuart
;
Santi Termprasertsakul
;
Wood, Andrew
- In:
Economics letters
159
(
2017
),
pp. 204-207
Persistent link: https://www.econbiz.de/10011903518
Saved in:
3
Predicting stock returns and
volatility
using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
4
International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung
;
Lee, Chang-Min
- In:
Economics letters
134
(
2015
),
pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
Saved in:
5
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
6
Periodically collapsing Evans bubbles and stock-price
volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
7
Liquidity matters after all : asymmetric news and stock market
volatility
before and after the global financial crisis
Koulakiotis, Athanasios
;
Babalos, Vasillios
; …
- In:
Economics letters
127
(
2015
),
pp. 58-60
Persistent link: https://www.econbiz.de/10011382870
Saved in:
8
Stock market
volatility
and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
9
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
10
Inference on the long-memory properties of time series with non-stationary
volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
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