Narrow search
Showing 1 - 10 of 24,765
Cover Image
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Cover Image
The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang - In: Journal of international money and finance 133 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
Cover Image
On the epidemic of financial crises
Demiris, Nikolao; Kypraios, Theodore; Smith, L. Vanessa - 2012
Persistent link: https://www.econbiz.de/10009757621
Cover Image
Modelling of crude oil price data using hidden Markov model
Kadhem, Safaa; Thajel, Haider - In: The journal of risk finance : JRF 24 (2023) 2, pp. 269-284
Persistent link: https://www.econbiz.de/10014232433
Cover Image
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Cover Image
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Cover Image
What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
Cover Image
The growth of business firms : facts and theory
Buldyrev, Sergey V.; Riccaboni, Massimo; Growiec, Jakub; … - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 574-584
Persistent link: https://www.econbiz.de/10003483880
Cover Image
Sovereign default forecasting in the era of the COVID-19 crisis
Kristóf, Tamás - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-24
The COVID-19 crisis has revealed the economic vulnerability of various countries and, thus, has instigated the systematic exploration and forecasting of sovereign default risks. Multivariate statistical and stochastic process-based sovereign default risk forecasting has a 50-year developmental...
Persistent link: https://www.econbiz.de/10012792441
Cover Image
Reexamining the likelihood of extreme returns in international stock market
Wang, Yun-Yi; Kao, Tzu-Chuan; Lin, Chu-Hsiung; Wei, Tsun-Jen - In: Investment management and financial innovations 12 (2015) 4, pp. 106-114
Persistent link: https://www.econbiz.de/10011575057