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Bond risk premia and the return forecasting factor
Gutierrez, Agustin; Hevia, Constantino; Sola, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012198495
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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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
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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