Pages that link to "Item:Q75802"

The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):

Displaying 50 items.

• Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← links)
• Causal relationships between inflation and inflation uncertainty (Q2697108) (← links)
• An interview with Howell Tong (Q2697109) (← links)
• Unconventional monetary policy in a nonlinear quadratic model (Q2697111) (← links)
• Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates (Q2697112) (← links)
• Computational methods for production-based asset pricing models with recursive utility (Q2699590) (← links)
• Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
• Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
• The European growth synchronization through crises and structural changes (Q2699594) (← links)
• How do volatility regimes affect the pricing of quality and liquidity in the stock market? (Q2699596) (← links)
• What model for the target rate (Q2699598) (← links)
• Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs) (Q2699601) (← links)
• Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
• Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
• An effcient exact Bayesian method for state space models with stochastic volatility (Q2699606) (← links)
• A strategy for the use of the cross recurrence quantification analysis (Q2699608) (← links)
• Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model (Q2699609) (← links)
• Macroeconomic uncertainty and forecasting macroeconomic aggregates (Q2699611) (← links)
• Economic dynamics of epidemiological bifurcations (Q2699612) (← links)
• Statistical characteristics of price impact in high-frequency trading (Q2699613) (← links)
• Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
• The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities (Q2699616) (← links)
• Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity (Q2699617) (← links)
• Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis (Q2699619) (← links)
• Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models (Q2700525) (← links)
• Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
• Openness-inflation Nexus in alternative monetary regimes (Q2700529) (← links)
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) (← links)
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
• Choosing between identification schemes in noisy-news models (Q2700532) (← links)
• Hysteresis and sources of aggregate employment inertia (Q2700533) (← links)
• Asymmetric dynamics between uncertainty and unemployment flows in the United States (Q2700534) (← links)
• Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach (Q2700536) (← links)
• Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
• The non-linear effects of the Fed asset purchases (Q2700540) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• Time-varying threshold cointegration with an application to the Fisher hypothesis (Q2700542) (← links)
• A new bivariate Archimedean copula with application to the evaluation of VaR (Q2700544) (← links)
• The effect of price discrimination on dynamic duopoly games with bounded rationality (Q2700545) (← links)
• Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546) (← links)
• Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
• Regulated seasonal unit root process (Q2700548) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states (Q2700551) (← links)
• Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model (Q2700553) (← links)
• The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks? (Q2700555) (← links)
• Forecasting Japanese inflation with a news-based leading indicator of economic activities (Q2700557) (← links)
• Air pollution, mortality, at-risk population, new entry and life expectancy of the frail elderly in three U.S. cities (Q2700560) (← links)
• Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
• A monitoring procedure for detecting structural breaks in factor copula models (Q2700563) (← links)