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Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.; Hafner, Christian M. - In: Journal of applied econometrics 30 (2015) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans; Leij, Marco van der; Paap, Richard - In: Journal of applied econometrics 17 (2002) 5, pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
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Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard - In: Journal of applied econometrics 6 (1991) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
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Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.; Holt, Matthew T. - In: Journal of applied econometrics 17 (2002) 3, pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity
Li, Tong; Zheng, Xiaoyong - In: Journal of applied econometrics 23 (2008) 6, pp. 699-728
Persistent link: https://www.econbiz.de/10003766756
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Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.; Seck, Ousmane - In: Journal of applied econometrics 23 (2008) 6, pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
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Econometrics of auctions by least squares
Rezende, Leonardo - In: Journal of applied econometrics 23 (2008) 7, pp. 925-948
Persistent link: https://www.econbiz.de/10003790494
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Random recursive partitioning : a matching method for the estimation of the average treatment effect
Porro, Giuseppe; Iacus, Stefano Maria - In: Journal of applied econometrics 24 (2009) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003807560