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accessRights:"restricted"
subject:"Theory"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Martin, Vance"
~type_genre:"Aufsatz in Zeitschrift"
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7901 05-05-14; 7835/0206
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A nonlinear model of asset returns with multiple shocks
Kahra, Hannu
;
Martin, Vance
;
Sarkar, Saikat
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
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Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance
;
Sarkar, Saikat
;
Kanto, Antti Jaakko
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
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