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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
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Volatility components and long memory-effects revisited
Haas, Markus - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10009513029
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Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance; Sarkar, Saikat; Kanto, Antti Jaakko - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
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Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 4, pp. 1-54
Persistent link: https://www.econbiz.de/10009515142
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A nonlinear model of asset returns with multiple shocks
Kahra, Hannu; Martin, Vance; Sarkar, Saikat - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10012054867