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An extension of stochastic volatility model with mixed frequency information
Shang, Yuhuang; Liu, Lulu - In: Economics letters 155 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011821634
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Systematic risk in pairs trading and dynamic parameterization
Li, Yiyun; Law, Keith K. F. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607236
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Application of wavelet decomposition in time-series forecasting
Zhang, Keyi; Gençay, Ramazan; Yazgan, Mustafa Ege - In: Economics letters 158 (2017), pp. 41-46
Persistent link: https://www.econbiz.de/10011849785
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International economic policy uncertainty and stock prices revisited : multiple and partial wavelet approach
Das, Debojyoti; Kumar, Surya Bhushan - In: Economics letters 164 (2018), pp. 100-108
Persistent link: https://www.econbiz.de/10011939960
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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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Efficient matrix approach for classical inference in state space models
Delle Monache, Davide; Petrella, Ivan - In: Economics letters 181 (2019), pp. 22-27
Persistent link: https://www.econbiz.de/10012121833
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A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Kurz, Malte S. - In: Economics letters 168 (2018), pp. 42-45
Persistent link: https://www.econbiz.de/10012016692
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Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space
Augustyniak, Maciej; Dufays, Arnaud - In: Economics letters 170 (2018), pp. 122-126
Persistent link: https://www.econbiz.de/10012019659
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - In: Economics letters 171 (2018), pp. 1-5
Persistent link: https://www.econbiz.de/10012021809
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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