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The impact of raw materials price volatility on cost of goods sold (COGS) for product manufacturing
Moheb-Alizadeh, Hadi; Handfield, Robert B. - In: IEEE transactions on engineering management : EM 65 (2018) 3, pp. 460-473
Persistent link: https://www.econbiz.de/10011915213
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Jump regressions
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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On financial distributions modelling methods : application on regression models for time series
Dewick, Paul R. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15
. Regression modelling has been used within this study as a methodology to identify the goodness-of-fit between the original and … regression and copula modelling, apart from the usual forecasting. Determining the distribution and stylized facts also allows … of regression modelling. …
Persistent link: https://www.econbiz.de/10013471223
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
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Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc (contributor); Rime, Dagfinn (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003155180
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Iterative method for exponentially weighted rolling regression
Kanatani, Taro - In: Finance research letters 1 (2004) 3, pp. 196-201
Persistent link: https://www.econbiz.de/10003307296
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The studentś t dynamic linear regression : re-examining volatility modeling
Heracleous, Maria S.; Spanos, Aris - 2006
Persistent link: https://www.econbiz.de/10003331398
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Causes of high volatility and stock market crises in the developed economies
Nidal Rashid Sabri - In: International journal of business and globalisation : IJBG 3 (2009) 4, pp. 415-434
Persistent link: https://www.econbiz.de/10003861917
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671