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An index of co-movements in financial time series
Sentana, Enrique; Shah, Mushtaq - 1994
Persistent link: https://www.econbiz.de/10000893176
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Estimating returns on commercial real estate : a new methodology using latent-variable models
Ling, David C.; Naranjo, Andy; Nimalendran, Mahendrarajah - In: Real estate economics : journal of the American Real … 28 (2000) 2, pp. 205-231
Persistent link: https://www.econbiz.de/10001489818
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Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin - In: International review of economics & finance : IREF 40 (2015), pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang; Qiao, Gaoxiu - In: Applied economics letters 30 (2023) 7, pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
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A long-memory analysis for the CBOE Brazil ETF volatility index
Monte, Edson Zambon - In: International journal of emerging markets 18 (2023) 11, pp. 5155-5171
Persistent link: https://www.econbiz.de/10014460237
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Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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Growth volatility and income inequality : asymmetric analysis for France
Ghosh, Sudeshna - In: Global business & economics review 24 (2021) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10012504637
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Modeling Wage Inequality in the U.S. As Conditional Variation : A Time Series Approach
Stevans, Lonnie K. - 2001
In this paper, we argue that wage volatility is a good proxy for wage inequality because of the strong and lagged correlation between the two. For seven industry categories, inequality is modeled as a conditional variance process over the period 1964-1988. It is modified to allow for explanatory...
Persistent link: https://www.econbiz.de/10014052120