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Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
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Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio - In: Journal of applied econometrics 9 (1994) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René; Luger, Richard - In: Journal of applied econometrics 27 (2012) 6, pp. 1013-1036
Persistent link: https://www.econbiz.de/10010219748
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Can a Well-fitted Equilibrium Asset-pricing Model Produce Mean Reversion?
Bonomo, M.; Garcia, R. - In: Journal of applied econometrics 9 (1994) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10007011628
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Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
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Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
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Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
Cati, R.C.; Garcia, M.G.P.; Perron, P. - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10006989751