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Non-linearity and instability in the Euro area
Marcellino, Massimiliano - In: Nonlinear time series analysis of business cycles, (pp. 151-174). 2006
Persistent link: https://www.econbiz.de/10003309347
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Nonlinear modeling of the changing lag structure in US housing construction
Dahl, Christian M.; Kulaksızoğlu, Tamer - In: Nonlinear time series analysis of business cycles, (pp. 407-429). 2006
Persistent link: https://www.econbiz.de/10003309398
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Modelling the volatility-return trade-off when volatility may be nonstationary
Dahl, Christian M.; Iglesias, Emma M. - 2009
Persistent link: https://www.econbiz.de/10003911875
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Asymptotic normality of the QMLE in the level-effect ARCH model
Dahl, Christian M.; Iglesias, Emma M. - 2010
Persistent link: https://www.econbiz.de/10008651667