Pages that link to "Item:Q75802"
From MaRDI portal
The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):
Displaying 50 items.
- Learning under signal-to-noise ratio uncertainty (Q5881675) (← links)
- Using transfer entropy to measure information flows between financial markets (Q5881676) (← links)
- Computational aspects of portfolio risk estimation in volatile markets: a survey (Q5881677) (← links)
- Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data (Q5881685) (← links)
- Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- Noncausality and asset pricing (Q5881688) (← links)
- State space Markov switching models using wavelets (Q5881689) (← links)
- The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations (Q5881690) (← links)
- Common large innovations across nonlinear time series (Q5881691) (← links)
- The forward rate premium puzzle: a case of misspecification?1) (Q5881692) (← links)
- A smooth transition long-memory model (Q5881694) (← links)
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
- Threshold linkages between volatility and trading volume: evidence from developed and emerging markets (Q5881696) (← links)
- Inventory investment and the business cycle: the usual suspect (Q5881697) (← links)
- Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (Q5881698) (← links)
- Off-the-record target zones: theory with an application to Hong Kong’s currency board (Q5881699) (← links)
- Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product (Q5881700) (← links)
- Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH (Q5881701) (← links)
- A value-at-risk analysis of carry trades using skew-GARCH models (Q5881703) (← links)
- Income taxes and endogenous fluctuations: a generalization (Q5881704) (← links)
- Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information? (Q5881706) (← links)
- Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707) (← links)
- Regimes and long memory in realized volatility (Q5881709) (← links)
- Estimating C-CAPM and the equity premium over the frequency domain (Q5881710) (← links)
- Determining the number of global and country-specific factors in the euro area (Q5881711) (← links)
- A maximum score test for binary response models (Q5881712) (← links)
- What does Google say about credit developments in Brazil? (Q6039097) (← links)
- Forecasting transaction counts with integer-valued GARCH models (Q6039098) (← links)
- Asymmetries in the monetary policy reaction function: evidence from India (Q6039100) (← links)
- A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions (Q6039102) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Rescaled variance tests for seasonal stationarity (Q6039104) (← links)
- Transition from the Taylor rule to the zero lower bound (Q6039105) (← links)
- A note on change in persistence of U.S. city prices (Q6039106) (← links)
- Instability in regime switching models (Q6039107) (← links)
- Testing for exuberance in house prices using data sampled at different frequencies (Q6039109) (← links)
- Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)
- A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111) (← links)
- Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration (Q6039115) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)
- Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets (Q6039121) (← links)
- A threshold model for the spread (Q6039123) (← links)
- A Gini estimator for regression with autocorrelated errors (Q6039124) (← links)
- State price density estimation with an application to the recovery theorem (Q6039126) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
