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Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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Persistency of Turkish export shocks : a quantile autoregression (QAR) approach
Berument, Hakan; Dinçer, Nazire Nergiz; Yasar, Pinar - In: Empirica : journal of european economics 43 (2016) 3, pp. 445-460
Persistent link: https://www.econbiz.de/10011532553
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Revisiting purchasing power parity for India using threshold cointegration and nonlinear unit root test
Tiwari, Aviral Kumar; Shahbaz, Muhammad - In: Economic change and restructuring : empirical and … 47 (2014) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10010408390
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Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo - In: Econometric reviews 40 (2021) 3, pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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Bayesian estimation and unit root test for logistic smooth transition autoregressive process
Chaturvedi, Anoop; Jaiswal, Shivam - In: Journal of quantitative economics 18 (2020) 4, pp. 733-745
Persistent link: https://www.econbiz.de/10012418877
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Structural changr and efficiency in the Indian stock market : an econometric analysis
Chattopadhyay, Arup Kumar; Rakshit, Debdas; Chatterjee, … - In: Research bulletin / The Institute of Cost Accountants … 44 (2018) 2, pp. 81-94
Persistent link: https://www.econbiz.de/10012130188
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A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan; Chen, Zhenlong - In: Economics letters 146 (2016), pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
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Threshold effects and unit roots of real commodity prices since the mid-nineteenth century
Clavijo-Cortes, Pedro; Campo, Jacobo; Mendoza Tolosa, … - In: Economics and Business Letters : EBL 9 (2020) 4, pp. 342-349
Persistent link: https://www.econbiz.de/10012424195
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Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam; Chaturvedi, Anoop; Bhatti, Muhammad Ishaq - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10013334612