Mário Correia Fernandes, Tiago Mota Dutra, João C.A. Teixeira, Inês Silvestre
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Performance comparison of alternative volatility models applied to economic indexes: the role of asymmetric effects
This article examines the empirical relationship between economic indexes – namely the industrial production and the consumer confidence – and their volatility by using the United States data over ...
期刊介绍：
Applied Economics is a peer-reviewed journal encouraging the application of economic analysis to specific problems in both the public and private sectors. It particularly fosters quantitative studies, the results of which are of use in the practical field, and thus helps to bring economic theory nearer to reality. Contributions which make use of the methods of mathematics, statistics and operations research will be welcomed, provided the conclusions are factual and properly explained.
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