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Predicting Markov volatility s...
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Volatilität
105
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99
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76
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76
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60
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59
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54
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49
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46
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Spagnolo, Nicola
305
Caporale, Guglielmo Maria
225
Sola, Martin
206
Spagnolo, Fabio
180
Psaradakis, Zacharias
68
Psaradakis, Zacharias G.
46
Beirne, John
43
Driffill, John
39
Schulze-Ghattas, Marianne
31
Ali, Faek Menla
25
Al-Maadid, Alanoud
20
Hall, Stephen G.
17
Dueker, Michael
16
Arin, Kerim Peren
15
Ravn, Morten O.
15
Kang, Woo-Young
14
Cipollini, Andrea
13
Dueker, Michael J.
12
Raybaudi, Marzia
11
Funke, Michael
9
Hevia, Constantino
9
Kenc, Turalay
9
Napolitano, Oreste
9
Sola, Martín
9
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8
Kyriacou, Kyriacos
8
Menla Ali, Faek
8
Pittis, Nikitas
8
Arin, K. Peren
7
Tronzano, Marco
7
Blackburn, Keith
6
Coakley, Jerry
6
Donati, Cristiana
6
spagnolod, fabio
6
Albanese, Marina
5
Arestis, Philip
5
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5
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5
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5
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23
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21
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18
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13
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of applied econometrics
11
Studies in Nonlinear Dynamics & Econometrics
10
Economics and Finance Discussion Papers
9
International journal of finance & economics : IJFE
9
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8
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8
International Journal of Finance & Economics
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7
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Manchester School
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Review of international economics
3
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ECONIS (ZBW)
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RePEc
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1
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
2
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
-
2007
Persistent link: https://www.econbiz.de/10003740624
Saved in:
3
Red signals : current account deficits and sustainability
Raybaudi Massilia, Marzia
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
84
(
2004
)
2
,
pp. 217-223
Persistent link: https://www.econbiz.de/10002116576
Saved in:
4
Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 517-547
Persistent link: https://www.econbiz.de/10003571319
Saved in:
5
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
6
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
7
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino
;
González Rozada, Martín
;
Sola, Martin
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
Saved in:
8
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
9
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
;
Spagnolo, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
Saved in:
10
Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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