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Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship
Arčabić, Vladimir; Tica, Josip; Lee, Junsoo; Sonora, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011886630
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A threshold mixed count time series model : estimation and application
Dungey, Mardi H.; Martin, Vance; Tang, Chrismin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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A threshold model for the spread
Hatzinikolaou, Dimitris; Sarigiannidis, Georgios - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 67-82
Persistent link: https://www.econbiz.de/10014288857
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Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben; Teng, Long - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 2, pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
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A new bivariate Archimedean copula with application to the evaluation of VaR
Guloksuz, Cigdem Topcu; Kumar, Pranesh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 2, pp. 273-285
Persistent link: https://www.econbiz.de/10013334726