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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
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Spreads versus professional forecasters as predictors of future output change
Aretz, Kevin; Peel, David - In: Journal of forecasting 29 (2010) 6, pp. 517-522
Persistent link: https://www.econbiz.de/10008935469
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Skewness as an explanation of gambling in cumulative prospect theory
Law, David; Peel, David - In: Applied economics 41 (2009) 4/6, pp. 685-689
Persistent link: https://www.econbiz.de/10003830690
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Bounded cumulative prospect theory : some implications for gambling outcomes
Cain, Michael; Law, David; Peel, David - In: Applied economics 40 (2008) 1/3, pp. 5-15
Persistent link: https://www.econbiz.de/10003721898
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The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambl...
Peel, David; Zhang, Jie; Law, David - In: Applied economics 40 (2008) 1/3, pp. 17-26
Persistent link: https://www.econbiz.de/10003721900
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Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817102
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Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu (contributor); Payá, Ivan (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817122
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The relationship between expected utility and higher monents for distributions captured by the Gram-Charlier class
Christodoulakis, George A.; Peel, David - In: Finance research letters 3 (2006) 4, pp. 273-276
Persistent link: https://www.econbiz.de/10003390655
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Simulating stock returns under switching regimes : a new test of market efficiency
Meenagh, David (contributor); Minford, Patrick (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390751
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The process followed by PPP data : on the properties of linearity tests
Payá, Ivan; Peel, David - In: Applied economics 37 (2005) 21, pp. 2515-2522
Persistent link: https://www.econbiz.de/10003241048