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A mean-difference test based on self-normalization for alternating regime index data sets
Kim, Bo Gyeong; Shin, Dong-wan - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509216
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The influence of shock signals on the change in volatility term structure
Choi, Sun-Yong - In: Economics letters 183 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012122602
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Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index
Antonelli, Stefano; Corneli, Flavia; Ferriani, Fabrizio; … - In: Economics letters 216 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448393
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Nonlinear dynamics in CEE stock markets indices
Caraiani, Petre - In: Economics letters 114 (2012) 3, pp. 329-331
Persistent link: https://www.econbiz.de/10009550699
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Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus - In: Economics letters 123 (2014) 1, pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea; Kapetanios, George - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
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Long-term dependence in stock returns
Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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Expectation revisions and jumps in asset prices
Dewachter, Hans - In: Economics letters 59 (1998) 3, pp. 367-372
Persistent link: https://www.econbiz.de/10001242829