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Measuring volatility persisten...
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39
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ECONIS (ZBW)
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1
Indicator for describing bull and bear markets :
asymmetry
and
persistence
perspective
Natthinee Thampanya
;
Chanapol Pornpikul
- In:
Southeast Asian journal of economics
8
(
2020
)
1
,
pp. 39-81
Persistent link: https://www.econbiz.de/10012813428
Saved in:
2
Filtering persistent and asymmetric cycles
Donayre, Luiggi
- In:
The B.E. journal of macroeconomics
23
(
2023
)
1
,
pp. 473-495
Persistent link: https://www.econbiz.de/10013556558
Saved in:
3
How can long memory in
volatility
be eliminated in portfolio optimization : an empirical evidence using copulas
Mzoughi, Hela
;
Mansouri, Fayçal
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010338365
Saved in:
4
A
volatility
and
persistence
-based core inflation
Silva Filho, Tito Nícias Teixeira da
;
Figueiredo, …
-
2014
Persistent link: https://www.econbiz.de/10010471974
Saved in:
5
Money laundering risk in developing and transitive economies : analysis of cyclic component of time series
Levchenko, Valentyna
;
Boyko, Anton
;
Bozhenko, Victoria
; …
- In:
Verslas : teorija ir praktika : Vilniaus Gedimino …
20
(
2019
),
pp. 492-508
volatility
and
persistence
using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering …
Persistent link: https://www.econbiz.de/10012221542
Saved in:
6
Persistence
in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
volatility
índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
Saved in:
7
Persistence
in the Russian stock market
volatility
indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
8
Is
volatility
a friend or enemy of your stock and fund investments?
Chen, Longchong
;
Gao, Jun
;
Sheng, Zhu
- In:
The journal of investment strategies
11
(
2022
)
3
,
pp. 61-87
Persistent link: https://www.econbiz.de/10013555707
Saved in:
9
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
10
A triple-threshold leverage stochastic
volatility
model
Wu, Xin-Yu
;
Zhou, Hai-Lin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
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