Narrow search
Showing 1 - 10 of 38
Cover Image
INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
Bidarkota, Prasad V.; Dupoyet, Brice V.; Ackert, Lucy F.; … - In: Macroeconomic dynamics 11 (2007) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10007732327
Cover Image
Sectoral investigation of asymmetries in the conditional mean dynamics of the real U.S. GDP
Bidarkota, Prasad V. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 191-200
Persistent link: https://www.econbiz.de/10009949733
Cover Image
ON THE ECONOMIC IMPACT OF MODELING NONLINEARITIES: THE ASSET PRICING EXAMPLE
Bidarkota, Prasad V. - In: Macroeconomic dynamics 10 (2006) 1, pp. 56-76
Persistent link: https://www.econbiz.de/10006010020
Cover Image
Asset pricing with incomplete information and fat tails
Bidarkota, Prasad V.; Dupoyet, Brice V.; Mcculloch, J.Huston - In: Journal of economic dynamics & control 33 (2009) 6, pp. 1314-1331
Persistent link: https://www.econbiz.de/10008245024
Cover Image
The impact of fat tails on equilibrium rates of return and term premia
Bidarkota, Prasad V.; Dupoyet, Brice V. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 887-905
Persistent link: https://www.econbiz.de/10007598948
Cover Image
NOTES - Asymmetries in the Conditional Mean Dynamics of Real GNP: Robust Evidence
Bidarkota, Prasad V. - In: The review of economics and statistics 82 (2000) 1, pp. 153-156
Persistent link: https://www.econbiz.de/10006386528
Cover Image
Do Fluctuations in U.S. Inflation Rates Reflect Infrequent Large Shocks or Frequent Small Shocks?
Bidarkota, Prasad V. - In: The review of economics and statistics 85 (2003) 3, pp. 765-771
Persistent link: https://www.econbiz.de/10006369252
Cover Image
On Business Cycle Asymmetries in G7 Countries
Kiani, Khurshid M.; Bidarkota, Prasad V. - In: Oxford bulletin of economics and statistics 66 (2004) 3, pp. 333-352
Persistent link: https://www.econbiz.de/10006428943
Cover Image
The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting
Bidarkota, Prasad V. - In: International journal of forecasting 14 (1998) 4, pp. 457-468
Persistent link: https://www.econbiz.de/10006991591
Cover Image
Consumption equilibrium asset pricing in two Asian emerging markets
Chen, Ming-Hsiang; Bidarkota, Prasad V. - In: Journal of Asian economics 15 (2004) 2, pp. 305-320
Persistent link: https://www.econbiz.de/10007450470