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Measuring Nonmonotone Dependen...
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Neto, David
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ECONIS (ZBW)
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31
Testing the "inacti on corridor" in a three-regime TVECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926955
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32
Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM
Krishnakumar, Jayalakshmi
;
Neto, David
-
2009
Persistent link: https://www.econbiz.de/10003926957
Saved in:
33
Moments structure of l 1-stochastic volatility models
Neto, David
;
Sardy, Sylvain
-
2009
Persistent link: https://www.econbiz.de/10003926961
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34
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
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35
Testing the "Inaction corridor" in a three-regime threshold error correction model with an application to a buffer-stock model for US money demand
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Economic notes : economic review of Banca Monte dei …
40
(
2011
)
1/2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10009299641
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36
Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM : an application to the Swiss "Isle" of interest rates
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 180-202
Persistent link: https://www.econbiz.de/10009526760
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37
Testing unit root in threshold cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003288732
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38
Partial cointegration
Krishnakumar, Jayalakshmi
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003598669
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39
Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi
;
Neto, David
- In:
Computational methods in financial engineering : essays …
,
(pp. 191-210)
.
2008
Persistent link: https://www.econbiz.de/10003669639
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40
Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy
Neto, David
- In:
International economics : a journal published by CEPII …
144
(
2015
),
pp. 83-94
Persistent link: https://www.econbiz.de/10011525395
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