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Foreign exchange predictability and the carry trade : a decomposition approach

Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 42 (2017), pp. 199-211

Persistent link: https://www.econbiz.de/10011808567

Methods for estimation and inference in modern econometrics

Anatolyev, Stanislav; Gospodinov, Nikolay - 2011

Persistent link: https://www.econbiz.de/10009243504

Modeling financial return dynamics via decomposition

Anatolyev, Stanislav (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003732739

Specification testing in models with many instruments

Anatolyev, Stanislav (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003796112

Modeling financial return dynamics via decomposition

Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 232-245

Persistent link: https://www.econbiz.de/10008736226

Specification testing in models with many instruments

Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric theory 27 (2011) 2, pp. 427-441

Persistent link: https://www.econbiz.de/10009310705

Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - 2015

In this paper, we propose a model based on multivariate decomposition of multiplicative - absolute values and signs - components of several returns. In the m-variate case, the marginals for the m absolute values and the binary marginals for the m directions are linked through a 2m-dimensional...

Persistent link: https://www.econbiz.de/10011313230

Multivariate return decomposition : theory and implications

Anatolyev, Stanislav; Gospodinov, Nikolaj - In: Econometric reviews 38 (2019) 5, pp. 487-508

Persistent link: https://www.econbiz.de/10012181325

Method-of-moments estimation and choice of instruments : numerical computations

Anatolyev, Stanislav - In: Economics letters 100 (2008) 2, pp. 217-220

Persistent link: https://www.econbiz.de/10003768219

Inference when a nuisance parameter is weakly identified under the null hypothesis

Anatolyev, Stanislav - In: Economics letters 84 (2004) 2, pp. 245-254

Persistent link: https://www.econbiz.de/10002116681

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