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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working papers"
~subject:"Börsenkurs"
~subject:"Yield curve"
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Börsenkurs
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Markov chain
102
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102
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47
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47
Time series analysis
40
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40
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Gallo, Giampiero M.
2
Otranto, Edoardo
2
Psaradakis, Zacharias G.
2
Sola, Martin
2
Abdymomunov, Azamat
1
Avdoulas, Christos
1
Bekiros, Stelios
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Ben-Gal, Irad
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Byoung Hark Yoo
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1
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1
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Harding, Don
1
Horst, Enrique ter
1
Kang, Kyu Ho
1
Lacava, Demetrio
1
Leisen, Fabrizio
1
Li, Leon
1
Lucey, Brian M.
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Molina, German
1
Morita, Rubens
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Peter, Franziska Julia
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Scaffidi Domianello, Luca
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Econometric Institute research papers
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working papers
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17
International journal of theoretical and applied finance
16
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15
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12
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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International journal of forecasting
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International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
13
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
4
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
5
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
6
The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Lucey, Brian M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
Saved in:
7
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
Casarin, Roberto
;
Leisen, Fabrizio
;
Molina, German
; …
-
2014
Persistent link: https://www.econbiz.de/10011631789
Saved in:
8
Price discovery in the markets for credit risk : a Markov switching approach
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 233-249
Persistent link: https://www.econbiz.de/10011507523
Saved in:
9
The effects of monetary policy regime shifts on the term structure of interest rates
Abdymomunov, Azamat
;
Kang, Kyu Ho
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 183-207
Persistent link: https://www.econbiz.de/10011313588
Saved in:
10
The econometric analysis of constructed binary time series
Harding, Don
(
contributor
);
Pagan, Adrian R.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003340736
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