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The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou; Wang, Yubao; Song, Juan - In: Finance research letters 56 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
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Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-Garch-M model
Pelloni, Gianluigi; Polasek, Wolfgang - 1999
Persistent link: https://www.econbiz.de/10001434910
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Impact of crude prices shock on GDP growth : using a linear, nonlinear and extreme value framework
Bhadury, Soumya; Das, Satadru; Ghosh, Saurabh; … - In: Indian growth and development review 16 (2023) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10014320619
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Total factor productivity growth and oil price volatility
Balashova, Svetlana P. - In: International journal of trade and global markets 14 (2021) 6, pp. 548-558
Persistent link: https://www.econbiz.de/10012693584
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Oil price uncertainty in the Iranian economy
Mehmandosti, Elaheh Asadi; Bazzazan, Fatemeh; Mousavi, … - In: Iranian economic review : journal of University of Tehran 21 (2017) 1, pp. 137-152
Persistent link: https://www.econbiz.de/10011730442
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Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard; Kapetanios, George - In: Journal of econometrics 147 (2008) 1, pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
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Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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An introduction to univariate GARCH models
Teräsvirta, Tim - In: Handbook of financial time series, (pp. 17-42). 2009
Persistent link: https://www.econbiz.de/10003833776
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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269