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Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
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Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia; Xia, Qiang; Liu, Jinshan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
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Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin; Bianchi, Michele Leonardo; Kim, Young Shin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
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Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
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Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin; Zhang, Xibin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 55-71
Persistent link: https://www.econbiz.de/10013334620