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Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
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Patent propensity, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs; Escribano, Álvaro - In: Journal of econometrics 191 (2016) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10011594700