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Quantile regression for duration data : a reappraisal of the Pennsylvania reemployment bonus experiments

Koenker, Roger; Bilias, Yannis - In: Empirical economics : a journal of the Institute for … 26 (2001) 1, pp. 199-220

Persistent link: https://www.econbiz.de/10001563698

Testing constancy of correlation with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 1996

Persistent link: https://www.econbiz.de/10000959739

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10001655807

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001626756

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.

Persistent link: https://www.econbiz.de/10001605760

Modeling asymmetry and excess kurtosis in stock return data

Premaratne, Gamini; Bera, Anil K. - 2000

Persistent link: https://www.econbiz.de/10001534272

Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns

Bera, Anil K.; Kim, Sangwhan - 2000

Persistent link: https://www.econbiz.de/10001534279

ARCH and bilinearity as competing models for nonlinear dependence

Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10001214314

Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches

Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998

Persistent link: https://www.econbiz.de/10000988606

Bayesian Inference in Spatial Stochastic Volatility Models : An Application to House Price Returns in Chicago

Taspinar, Suleyman - 2019

In this study, we propose a spatial stochastic volatility model in which the latent log-volatility terms follow a spatial autoregressive process. Though there is no spatial correlation in the outcome equation (the mean equation), the spatial autoregressive process defined for the log-volatility...

Persistent link: https://www.econbiz.de/10012900218