Narrow search
Showing 1 - 4 of 4
Cover Image
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
Persistent link: https://www.econbiz.de/10001555318
Cover Image
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku; Saikkonen, Pentti - 2000
Persistent link: https://www.econbiz.de/10001528164
Cover Image
Reducing size distortions of parametric stationarity tests
Lanne, Markku; Saikkonen, Pentti - 2000
Persistent link: https://www.econbiz.de/10001470392
Cover Image
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku; Saikkonen, Pentti - 2002
Persistent link: https://www.econbiz.de/10001668610