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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2011
Persistent link: https://www.econbiz.de/10009704689
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2011
Persistent link: https://www.econbiz.de/10009704718
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Summability of stochastic processes : a generalization of integration and co-integration valid for non-linear processes
Berenguer Rico, Vanessa; Gonzalo, Jesús - 2011
Persistent link: https://www.econbiz.de/10009704722
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - 2013
Persistent link: https://www.econbiz.de/10010238623
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
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Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa; Gonzalo, Jesús - In: Journal of econometrics 178 (2014) 1, pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2013
Persistent link: https://www.econbiz.de/10010257860
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Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús; Olmo, Jose - 2016
Persistent link: https://www.econbiz.de/10011541391
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10010473009
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010475009