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A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
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Nonparametric regression estimation with general parametric error covariance : a more efficient two-step estimator
Su, Liangjun; Ullah, Aman; Wang, Yun - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 1009-1024
Persistent link: https://www.econbiz.de/10010188619
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Wavelet power spectrum and cross-coherency of Spanish economic variables
González-Concepción, Concepción; Candelaria … - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 855-882
Persistent link: https://www.econbiz.de/10011949932
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Exchange rate persistence of the Chinese yuan against the US dollar in the NDF market
Barros, Carlos Pestana; Gil-Alaña, Luis A.; Chen, Zhongfei - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1399-1414
Persistent link: https://www.econbiz.de/10011643728
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Price dynamics in agricultural commodity markets : a comparison of European and US markets
Statnik, Jean-Christophe; Verstraete, David - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1103-1117
Persistent link: https://www.econbiz.de/10011303516
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Market integration and the persistence of electricity prices
Pereira, João; Pesquita, Vasco; Rodrigues, Paulo M. M.; … - In: Empirical economics : a journal of the Institute for … 57 (2019) 5, pp. 1495-1514
Persistent link: https://www.econbiz.de/10012215801
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Long-term prediction intervals of economic time series
Chudý, M.; Karmakar, S.; Wu, W. B. - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
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Persistence of travel and leisure sector equity indices
Andraz, Jorge M.; Guerreiro, Raúl F. C.; Rodrigues, … - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1801-1825
Persistent link: https://www.econbiz.de/10011949694
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Exchange rates dynamics revisited : a panel data test of the fractional integration order
Andersson, Fredrik N. G. - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 389-409
Persistent link: https://www.econbiz.de/10010391171
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Long memory in volatilities of German stock returns
Sibbertsen, Philipp - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 477-488
Persistent link: https://www.econbiz.de/10002222104