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An intuitive skewness-based symmetry test applicable to stationary time series data
Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198490
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Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
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Rank-based entropy tests for serial independence
Diks, Cees G. H.; Panchenko, Valentyn - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009513640
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The limit distribution of evolving strategies in financial markets
Chiarella, Carl; Di Guilmi, Corrado - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10011313593
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An information theoretic approach for estimating nonlinear dynamic models
Golan, Amos (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004172
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Using transfer entropy to measure information flows between financial markets
Dimpfl, Thomas; Peter, Franziska Julia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10009728461
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An alternative maximum entropy model for time-varying moments with application to financial returns
Herrmann, Klaus; Fischer, Matthias - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10009515146
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Bayesian estimation of Gegenbauer long memory processes with stochastic volatility : methods and applications
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
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On the estimation of short memory components in long memory time series models
Baillie, Richard; Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
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Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022