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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Broto, Carmen"
~person:"Dimitrakopoulos, Stefanos"
~person:"Maheu, John M."
~person:"Nakatsuma, Teruo"
~subject:"Theorie"
~subject:"Welt"
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Broto, Carmen
Dimitrakopoulos, Stefanos
Maheu, John M.
Nakatsuma, Teruo
Aknouche, Abdelhakim
2
Haas, Markus
2
Jawadi, Fredj
2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
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1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
Saved in:
2
Bayesian analysis of periodic asymmetric power GARCH models
Aknouche, Abdelhakim
;
Demmouche, Nacer
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012299605
Saved in:
3
Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin
;
Maheu, John M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009787988
Saved in:
4
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
Saved in:
5
A Markov-chain sampling algorithm for GARCH models
Nakatsuma, Teruo
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10001769705
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