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The performance of VIX option pricing models : empirical evidence beyond simulation

Wang, Zhiguang; Daigler, Robert T. - In: The journal of futures markets 31 (2011) 3, pp. 251-281

Persistent link: https://www.econbiz.de/10008908399

Expected utility, risk and marketing behavior : theory and evidence from the fed cattle market

Fausti, Scott W.; Wang, Zhiguang; Lange, Brent - In: Canadian journal of agricultural economics : CJAE 61 (2013) 3, pp. 371-395

Persistent link: https://www.econbiz.de/10010246247

Do fluctuations in U.S. inflation rates reflect infrequent large shocks or frequent small shocks?

Bidarkota, Prasad V. - In: The review of economics and statistics 85 (2003) 3, pp. 765-771

Persistent link: https://www.econbiz.de/10001791805

Alternative regime switching models for forecasting inflation

Bidarkota, Prasad V. - In: Journal of forecasting 20 (2001) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10001556212

Asymmetries in the conditional mean dynamics of real GNP : robust evidence

Bidarkota, Prasad V. - In: The review of economics and statistics 82 (2000) 1, pp. 153-157

Persistent link: https://www.econbiz.de/10001456395

Sectoral investigation of asymmetries in the conditional mean dynamics of the real U.S. GDP

Bidarkota, Prasad V. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 191-200

Persistent link: https://www.econbiz.de/10001769719

Intrinsic bubbles and fat tails in stock prices : a note

Bidarkota, Prasad V.; Dupoyet, Brice V. - In: Macroeconomic dynamics 11 (2007) 3, pp. 405-422

Persistent link: https://www.econbiz.de/10003521988

Time-varying financial spillovers from the US to frontier markets

Todorov, Galin; Bidarkota, Prasad V. - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 246-283

Persistent link: https://www.econbiz.de/10010436255

The comparative forecast performance of univariate and multivariate models : an application to real interest rate forecasting

Bidarkota, Prasad V. - In: International journal of forecasting 14 (1998) 4, pp. 457-468

Persistent link: https://www.econbiz.de/10001368085

Time-Varying Financial Spillovers from the US to Frontier Markets

Todorov, Galin - 2012

We examine US stock index return and volatility spillovers on the mean and volatility of stock index returns of 21 Frontier markets. We entertain potential time-variation in spillovers in mean returns by considering a time-varying parameter (TVP) model. Spillovers in volatility are modeled by...

Persistent link: https://www.econbiz.de/10013110157