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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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Time variation in an optimal asymmetric preference monetary policy model
Cassou, Steven Peter; Vázquez, Jesús - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 41-49
Persistent link: https://www.econbiz.de/10010347339
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Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
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Inspecting the poverty-trap mechanism : a quantile regression approach
Krüger, Jens - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10009513578
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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
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The consumption-wealth ratio under asymmetric adjustment
Gabriel, Vasco J.; Alexandre, Fernando; Bação, Pedro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009513619
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Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules
Basu, Deepankar; Jong, Robert M. de - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-33
Persistent link: https://www.econbiz.de/10009513648
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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Asymmetric news effects on exchange rate volatility : good vs. bad news in good vs. bad times
Laakkonen, Helinä; Lanne, Markku - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10009514127