海量图书期刊资源,随时随地畅享阅读乐趣
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH modelsCheikh, Nidhaleddine Ben; Zaied, Younes Ben; Chevallier, Julien · Finance Research Letters · 2019
Realized Bitcoin VolatilityBaur, Dirk G.; Dimpfl, Thomas · SSRN Electronic Journal · 2017
Googling gold and mining bad newsBaur, Dirk G.; Dimpfl, Thomas · Resources Policy · 2016
Price Discovery in Bitcoin Spot or Futures?Baur, Dirk G.; Dimpfl, Thomas · SSRN Electronic Journal · 2018
Think again: volatility asymmetry and volatility persistenceBaur, Dirk G.; Dimpfl, Thomas · Studies in Nonlinear Dynamics & Econometrics · 2018
The Asymmetric Return - Volatility Relationship of Commodity PricesBaur, Dirk G.; Dimpfl, Thomas · Energy Economics · 2018
Stock Return Autocorrelations Revisited: A Quantile Regression ApproachBaur, Dirk G.; Dimpfl, Thomas; Jung, Robert C. · SSRN Electronic Journal · 2011
Bitcoin, Gold and the Dollar - A Replication and ExtensionBaur, Dirk G.; Dimpfl, Thomas; Kuck, Konstantin · SSRN Electronic Journal · 2017
Price formation on the EuroMTS platformCaporale, Guglielmo Maria; Girardi, Alessandro · Applied Economics Letters · 2011
Physical attractiveness, employment and earningsPfeifer, Christian · Applied Economics Letters · 2012
Are US gasoline price adjustments asymmetric?Rao, B. Bhaskara; Rao, Gyaneshwar · Applied Economics Letters · 2008
The role of information in contestsDubey, Pradeep · Economics Letters · 2013
Investment ratio in growth equationsRao, B. Bhaskara; Singh, Rup; Gounder, Neelesh · Applied Economics Letters · 2007
Purchasing power parity and long memoryYoon, Gawon · Applied Economics Letters · 2009
Easy and flexible mixture distributionsFosgerau, Mogens; Mabit, Stefan L. · Economics Letters · 2013
Episodic nonstationarity in exchange ratesBrooks, Christopher; Hinich, Melvin J. · Applied Economics Letters · 1998