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Modeling financial return dynamics via decomposition
Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 232-245
Persistent link: https://www.econbiz.de/10008736226
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Sensitivity of impulse responses to small low-frequency comovements : reconciling the evidence on the effects of technology shocks
Gospodinov, Nikolaj; Maynard, Alex; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10009355691
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417
Persistent link: https://www.econbiz.de/10011390402