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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Sarkar, Saikat"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance
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Sarkar, Saikat
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Kanto, Antti Jaakko
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Studies in nonlinear dynamics and econometrics : SNDE ; …
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2014
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pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
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A nonlinear model of asset returns with multiple shocks
Kahra, Hannu
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Martin, Vance
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Sarkar, Saikat
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
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1
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pp. 1-45
Persistent link: https://www.econbiz.de/10012054867
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