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1
Complex dynamics in macroeconomics : a novel approach
Kyrtsou, Catherine
;
Vorlow, Constantinos E.
- In:
New trends in macroeconomics : with 38 tables
,
(pp. 223-238)
.
2005
Persistent link: https://www.econbiz.de/10003022427
Saved in:
2
Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey
;
Billio, Monica
;
Guégan, Dominique
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
Saved in:
3
Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S.
- In:
International Journal of Financial Markets and …
8
(
2021
)
2
,
pp. 185-203
Persistent link: https://www.econbiz.de/10012598664
Saved in:
4
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729960
Saved in:
5
Out-of-sample hedge performances for risk management in China commodity futures markets
Chung, Sang-kuck
- In:
Asian economic journal : journal of the East Asian …
23
(
2009
)
3
,
pp. 349-372
Persistent link: https://www.econbiz.de/10003902569
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
10
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
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