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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of international economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Sarkar, Saikat"
~subject:"Theorie"
~type_genre:"Article in journal"
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Impact assessment
Theorie
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Schätzung
2
Share price
2
Theory
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7901 05-05-14; 7835/0206
1
CAPM
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Mean Reversion
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VAR-Modell
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asymmetry
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multivariate mean impact surface
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Sarkar, Saikat
Fabozzi, Frank J.
3
Cardi, Olivier
2
Cesa-Bianchi, Ambrogio
2
Dueker, Michael
2
Facchini, Giovanni
2
Fazzari, Steven M.
2
Feenstra, Robert C.
2
Fontagné, Lionel
2
Franses, Philip Hans
2
Jawadi, Fredj
2
Lu, Yi
2
Martin, Vance
2
Morley, James C.
2
Nguyen, Anh D. M.
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Orefice, Gianluca
2
Panovska, Irina
2
Popiel, Michal Ksawery
2
Psaradakis, Zacharias G.
2
Ramondo, Natalia
2
Račev, Svetlozar T.
2
Restout, Romain
2
Semmler, Willi
2
Siena, Daniele
2
Sola, Martin
2
Strachan, Rodney W.
2
Tao, Zhigang
2
Taylor, Alan M.
2
Abdymomunov, Azamat
1
Agénor, Pierre-Richard
1
Aizenman, Joshua
1
Alesina, Alberto
1
Alexandre, Fernando
1
Aloy, Marcel
1
Anderson, James E.
1
Andrade, Philippe
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Anzuini, Alessio
1
Argyropoulos, Efthymios
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Journal of international economics
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
Saved in:
2
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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