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Pavlidis, Efthymios G.
5
Paya, Ivan
5
Peel, David A.
5
Siriopoulos, Costas
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Journal of forecasting
1
Journal of international money and finance
1
The European journal of finance
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OLC EcoSci
ECONIS (ZBW)
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1
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
2
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
; …
- In:
The European journal of finance
19
(
2013
)
6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010122868
Saved in:
3
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 580-596
Persistent link: https://www.econbiz.de/10010033964
Saved in:
4
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1157-1180
Persistent link: https://www.econbiz.de/10009290059
Saved in:
5
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009949971
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