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Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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Residual-based tests for cointegration with three-regime TAR adjustment
Maki, Daiki; Kitasaka, Shin'ichi - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1013-1054
Persistent link: https://www.econbiz.de/10011303548
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749482
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The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1291-1314
Persistent link: https://www.econbiz.de/10009749483