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Modelling spatially correlated error structures in the time-space extrapolation of purchasing power parities
Rambaldi, Alicia N.; Prasada Rao, D. S.; Ganegodage, K. … - In: Price indexes in time and space : methods and practice, (pp. 63-96). 2010
Persistent link: https://www.econbiz.de/10003961767
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Financial markets as a complex system : a short time scale perspective
Marschinski, Robert; Matassini, Lorenzo - 2001
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010504303
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Hostage taking : understanding terrorism event dynamics
Brandt, Patrick T.; Sandler, Todd - In: Journal of policy modeling : JPMOD ; a social science … 31 (2009) 5, pp. 758-778
Persistent link: https://www.econbiz.de/10003909086
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Ex ante performance from ex post models of global equity market correlations
Kahl, Douglas R.; Stevens, Jerry L. - In: Global finance journal 20 (2009) 3, pp. 248-259
Persistent link: https://www.econbiz.de/10003921976
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Gold, oil, and stocks
Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014
in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …
Persistent link: https://www.econbiz.de/10010407524
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Inflation and the size of government
Han, Song; Mulligan, Casey B. - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 3/2, pp. 245-267
Persistent link: https://www.econbiz.de/10003733906
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Inflation and the size of government
Han, Song; Mulligan, Casey B. - 2002
Persistent link: https://www.econbiz.de/10001650538
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Demystifying Time-Series Momentum Strategies : Volatility Estimators, Trading Rules and Pairwise Correlations
Baltas, Nick - 2019
dynamic leverage mechanism. The correlation-adjusted variant outperforms the naive implementation of the strategy and the …
Persistent link: https://www.econbiz.de/10012905544
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Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa; Inekwe, John Nkwoma; … - In: Energy economics 108 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013203009