Similar Search Results

Sources of Algeria's economic growth : 1979-2019 : augmented growth accounting framework and growth regression method

Haouas, Amine; Ochi, Anis; Labidi, Mohamed Ali - In: Regional science policy and practice : RSPP 16 (2024) 3, pp. 1-19

This paper examines the sources of economic growth in Algeria, studying the key drivers of their slow and weak economic performance, during the period of 1979-2019 from the perspective of the augmented growth accounting framework and the growth regression method. More specifically, the paper...

Persistent link: https://www.econbiz.de/10014517023

The Impacts of Futures Introduction on Spot Market Volatility : Evidence from the Bitcoin Market

Zhang, Chuanhai; Ma, Huan; ARKORFUL, GIDEON BRUCE; Peng, Zhe - 2021

The impact of Bitcoin futures introduction on the underlying Bitcoin volatility has been a controversial topic … the impacts of Bitcoin futures trading on spot market volatility in the short and long run. Using exponential GARCH model …, we introduce a dummy in the variance equation to capture the changes in the volatility before and after the introduction …

Persistent link: https://www.econbiz.de/10013215325

Nonparametric modelling of financial time series

Heid, Frank - 1998

Persistent link: https://www.econbiz.de/10000668367

Nonparametric modeling in financial time series

Franke, Jürgen; Kreiß, Jens-Peter; Mammen, Enno - In: Handbook of financial time series, (pp. 927-952). 2009

Persistent link: https://www.econbiz.de/10003834268

Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series

Teyssière, Gilles; Abry, Patrice - In: Long memory in economics : with 50 tables, (pp. 173-238). 2006

Persistent link: https://www.econbiz.de/10003375645

Tales of tails : jumps in currency markets

Lee, Suzanne S.; Wang, Minho - In: Journal of financial markets 48 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012631807

Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - 2018

What transpires from recent research is that temperatures and radiative forcing seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase in the rate of growth of both temperature and radiative forcing...

Persistent link: https://www.econbiz.de/10014113751

Frequency-domain evidence for climate change

Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15

The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...

Persistent link: https://www.econbiz.de/10012265709

A Transformation-Based Nonparametric Estimator of Multivariate Densities with an Application to Global Financial Markets

Chang, Meng-Shiuh - 2011

We propose a probability-integral-transformation-based estimator of multivariate densities. Given a sample of random vectors, we first transform the data into their corresponding marginal distributions. We then estimate the density of the transformed data via the exponential series estimator....

Persistent link: https://www.econbiz.de/10013117742

Volatility behavior of asset returns based on robust volatility ratio : empirical analysis on global stock indices

Shaik, Muneer; Maheswaran, S. - In: Cogent economics & finance 7 (2019) 1, pp. 1-27

value robust volatility estimator with respect to the standard robust volatility estimator as proposed in the paper by … Muneer & Maheswaran (2018b). We show that the robust volatility ratio is unbiased both in the population as well as in finite … samples. We empirically test the robust volatility ratio on 9 global stock indices from America, Asia Pacific and EMEA markets …

Persistent link: https://www.econbiz.de/10012023869

1
2
3
4
5
6
7
8
9
10
Next
Last