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Competition, markups, and predictable returns
Corhay, Alexandre; Kung, Howard; Schmid, Lukas - In: The review of financial studies 33 (2020) 12, pp. 5906-5939
Persistent link: https://www.econbiz.de/10012387496
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Causal statistics of structural dependence space-based trend simulations for the coalition of rice exporters : the cases of India, Thailand, and Vietnam
Anuphak Saosaovaphak; Chukiat Chaiboonsri; Satawat Wannapan - In: International journal of computational economics and … 12 (2022) 1/2, pp. 4-28
Persistent link: https://www.econbiz.de/10012939557
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Chapter 9 Terrorism: Theory and applications
Enders, Walter; Sandler, Todd - In: Handbook of defense economics : volume 1, (pp. 213-249). 1995
This chapter reviews game-theoretic and choice-theoretic depictions of terrorist behavior. A simple game-theoretic framework is presented to ascertain under what circumstances a government would want to precommit itself to a no-negotiation strategy. In another game model, we analyze whether two...
Persistent link: https://www.econbiz.de/10014024422
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Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
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Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
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Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin; Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
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Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George; Dionysopoulos, Thomas; Achim, Alin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
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Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10011431307
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076