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Moments of the ARMA-EGARCH model
Karanasos, Menelaos; Kim, Jinki - In: The econometrics journal 6 (2003) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
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Response error in a transformation model with an application to earnings-equation estimation
Abrevaya, Jason; Hausman, Jerry A. - In: The econometrics journal 7 (2004) 2, pp. 366-388
Persistent link: https://www.econbiz.de/10002463470
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Partial effects in non-linear panel data models with correlated random effects
Abrevaya, Jason; Hsu, Yu-Chin - In: The econometrics journal 24 (2021) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
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Inflation convergence in the EMU
Karanasos, Menelaos; Koutroumpis, P.; Karavias, Y.; … - In: Journal of empirical finance 39 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
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Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang; Wu, Chongfeng; Wang, Yudong - In: Journal of empirical finance 50 (2019), pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
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Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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The projection approach for unbalanced panel data
Abrevaya, Jason - In: The econometrics journal 16 (2013) 2, pp. 161-178
Persistent link: https://www.econbiz.de/10009783339