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A Switching Model with Flexible Threshold Variable : With an Application to Nonlinear Dynamics in Stock Returns
Massacci, Daniele, (2017)
Estimating nonlinear dynamic equilibrium models by matching impulse responses
Ruge-Murcia, Francisco, (2020)
Specification Tests for Nonlinear Dynamic Models
Kheifets, Igor, (2014)
A note on the measurement of cost/quantity relationships in the aircraft industry
Gallant, A. R., (1968)
Liquidity, transactions costs, and reintermediation in electronic markets
Domowitz, Ian, (2002)
Automating the price discovery process : some international comparisons and regulatory implications
Domowitz, Ian, (1992)