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1
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
2
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
3
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
4
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
5
Limit theory of model order change-point estimator for
GARCH
models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
Saved in:
6
Modelling volatility dynamics of cryptocurrencies using
GARCH
models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
7
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
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