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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Business cycles and institutions : empirical analysis
Kufenko, Vadim - 2017
Persistent link: https://www.econbiz.de/10012698368
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Time Series Econometrics
Neusser, Klaus - 2016
This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of...
Persistent link: https://www.econbiz.de/10012397877
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Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre; Vosgha, Hamed - In: Economic modelling 77 (2019), pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
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New evidence on the relationship between crude oil consumption and economic growth in the US : a quantile causality and cointegration approach
Lahiani, Amine; Benkraiem, Ramzi; Miloudi, Anthony; … - In: Journal of quantitative economics 17 (2019) 2, pp. 397-420
Persistent link: https://www.econbiz.de/10012418680
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Short and long-run relations between capital netflows and the differential of American and Brazilian interest rates
Leal, Alan M. M.; D'Amato, Stefan Wilson; Viveiros, … - 2021
Persistent link: https://www.econbiz.de/10012503632
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Testing dependence between GDP and tourism's growth rates
Pérez Rodríguez, Jorge V.; Ledesma-Rodríguez, … - In: Tourism management : research, policies, practice 48 (2015), pp. 268-282
Persistent link: https://www.econbiz.de/10010508390
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Dependence between stock market and foreign exchange market in South Asia : a copula-garch approach
Bin Kamal, Javed; Haque, A. K. Enamul - In: The journal of developing areas 50 (2016) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10011576474
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Copula model dependency between oil prices and stock markets : evidence from Tunisia and Egypt
Hamma, Wajdi; Ghorbel, Ahmed; Jarboui, Anis - In: American journal of finance and accounting 5 (2018) 2, pp. 111-150
Persistent link: https://www.econbiz.de/10011966793
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Copula-based trading of cointegrated cryptocurrency pairs
Tadi, Masood; Witzany, Jiří - 2023
Persistent link: https://www.econbiz.de/10014301307