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Journal of empirical finance
Macroeconomic dynamics
European journal of operational research : EJOR
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of production research
27
Operations research letters
26
Mathematics of operations research
25
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24
Journal of econometrics
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Journal of economic dynamics & control
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of forecasting
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Scandinavian actuarial journal
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International review of financial analysis
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Journal of mathematical finance
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Working paper / National Bureau of Economic Research, Inc.
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Finance and stochastics
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Manufacturing & service operations management : M & SOM
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1
An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
Nguyen, Ha
- In:
Journal of empirical finance
72
(
2023
),
pp. 103-121
Persistent link: https://www.econbiz.de/10014476811
Saved in:
2
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
3
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
4
Timing and signals of monetary regime switching
Soques, Daniel
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 885-919
Persistent link: https://www.econbiz.de/10013270220
Saved in:
5
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
6
Volatility cascades in cryptocurrency trading
Gradojevic, Nikola
;
Tsiakas, Ilias
- In:
Journal of empirical finance
62
(
2021
),
pp. 252-265
Persistent link: https://www.econbiz.de/10012693424
Saved in:
7
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
Saved in:
8
Switching to good policy? : the case of Central and Eastern European inflation targeters
Drygalla, Andrej
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 2104-2128
Persistent link: https://www.econbiz.de/10012404233
Saved in:
9
Money supply volatility and the macroeconomy
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1392-1402
Persistent link: https://www.econbiz.de/10012307284
Saved in:
10
Is business cycle asymmetry intrinsic in industrialized economies?
Morley, James C.
;
Panovska, Irina B.
- In:
Macroeconomic dynamics
24
(
2020
)
6
,
pp. 1403-1436
Persistent link: https://www.econbiz.de/10012307285
Saved in:
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