Browsing All of EconStor by Author Segnon, Mawuli
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2013 | Multifractal models in finance: Their origin, properties, and applications | Segnon, Mawuli; Lux, Thomas |
2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models | Segnon, Mawuli; Lux, Thomas; Gupta, Rangan |
2015 | Modeling and forecasting crude oil price volatility: Evidence from historical and recent data | Lux, Thomas; Segnon, Mawuli; Gupta, Rangan |
2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach | Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli |
2016 | The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach | Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli |