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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000874063
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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Rational bubbles during Poland's hyperinflation : implications and empirical evidence
Funke, Michael; Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883585
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Rational bubbles during Poland's hyperinflation : implications and empirical evidence
Funke, Michael; Hall, Stephen G.; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000886691
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Assessing the credibility of a target zone : evidence from EMS countries
Tronzano, Marco; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000943413
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Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000947745
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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Intrinsic bubbles and regime switching
Driffill, John; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000914033
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000914034