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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Nonlinear threshold unit root test and PPP in transition countries
Bahmani-Oskooee, Mohsen; Chang, Tsangyao - In: The journal of developing areas 49 (2015) 1, pp. 177-186
Persistent link: https://www.econbiz.de/10011280737
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On the impact of financial development on income distribution : time-series evidence
Bahmani-Oskooee, Mohsen; Zhang, Ruixin - In: Applied economics 47 (2015) 10/12, pp. 1248-1271
Persistent link: https://www.econbiz.de/10010486252
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Demand for international reserves : a review article
Bahmani-Oskooee, Mohsen; Brown, F. - In: Applied economics 34 (2002) 10, pp. 1209-1226
Persistent link: https://www.econbiz.de/10001687901
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A new criteria for selecting the optimum lags in Johansen's cointegration technique
Bahmani-Oskooee, Mohsen; Brooks, Taggert J. - In: Applied economics 35 (2003) 8, pp. 875-880
Persistent link: https://www.econbiz.de/10001761603
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Export growth and economic growth : an application of cointegration and error-correction modeling
Bahmani-Oskooee, Mohsen - In: The journal of developing areas 27 (1993) 4, pp. 535-542
Persistent link: https://www.econbiz.de/10001156667
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Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies
Bahmani-Oskooee, Mohsen - In: Applied economics 22 (1990) 7, pp. 917-925
Persistent link: https://www.econbiz.de/10001093305
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid; Blazsek, Szabolcs - In: Applied economics 50 (2018) 37, pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187