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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
2
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
4
Conditionally independent private information in OCS wildcat auctions
Li, Tong
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 129-161
Persistent link: https://www.econbiz.de/10001497686
Saved in:
5
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
6
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
7
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
8
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
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9
Quantile analysis of "hazard-rate" game models
Enache, Andreea
;
Florens, Jean-Pierre
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015073903
Saved in:
10
The dynamics of US
inflation
: can monetary policy explain the changes?
Canova, Fabio
;
Ferroni, Filippo
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10009551444
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