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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
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Modelling the risk–return relation for the S&P 100 : the role of VIX
Kanas, Angelos - In: Economic modelling 29 (2012) 3, pp. 795-809
Persistent link: https://www.econbiz.de/10009545514
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A revealed preference test of rationing a Monte Carlo analysis
Fleissig, Adrian R.; Whitney, Gerald A. - In: Economic modelling 45 (2015), pp. 207-211
Persistent link: https://www.econbiz.de/10011334125
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Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco; Grethe, Harald; Zimmermann, Georg - In: Economic modelling 45 (2015), pp. 155-168
Persistent link: https://www.econbiz.de/10011334132
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Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 31 (2013), pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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A ridge bootstrap method for analyzing APT effects on the mortgage loan market
Sjölander, Pär - In: Economic modelling 30 (2013), pp. 844-855
Persistent link: https://www.econbiz.de/10009708788
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A comparison of spatial error models through Monte Carlo experiments
Kato, Takafumi - In: Economic modelling 30 (2013), pp. 743-753
Persistent link: https://www.econbiz.de/10009708804