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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of econometrics 197 (2017) 2, pp. 368-381
Persistent link: https://www.econbiz.de/10011818364
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Arbitrage bots in experimental asset markets
Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
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Testing market regulations in experimental asset markets : the case of margin purchases
Füllbrunn, Sascha; Neugebauer, Tibor - In: Journal of economic behavior & organization : JEBO 200 (2022), pp. 1160-1183
Persistent link: https://www.econbiz.de/10013389390
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LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa; Zhang, Rongmao; Li, Yuan; Ling, Shiqing - In: Journal of econometrics 227 (2022) 1, pp. 228-240
Persistent link: https://www.econbiz.de/10013441651