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A nonlinear analysis of forward premium and volatility
Hsu, Chiente (contributor); Kugler, Peter (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 4, pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
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EmmPack 1.01 : C/C++ code for use with ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 3, pp. 77-94
Persistent link: https://www.econbiz.de/10001769667
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4
Persistent link: https://www.econbiz.de/10001769681
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GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric (contributor); Jasiak, Joann (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
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Nonlinearities and cyclical behavior : the role of chartists and fundamentalists
Westerhoff, Frank H. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004174
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A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen; Escobar, Marcos; Davison, Matt - In: Computational economics 62 (2023) 3, pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de/10015195774
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Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - In: Computational economics 64 (2024) 3, pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
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Singular stochastic differential equations for time evolution of stocks within non-white noise approach
Miranda, L. L. B.; Lima, L. S. - In: Computational economics 64 (2024) 5, pp. 2685-2694
Persistent link: https://www.econbiz.de/10015144061
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Market ecology : trading strategies and market volatility
Xing, Kun; Li, Honggang - In: Computational economics 64 (2024) 6, pp. 3333-3351
Persistent link: https://www.econbiz.de/10015144237