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~isPartOf:"Econometric Institute research papers"
~person:"Paap, Richard"
~person:"Wiphatthanananthakul, Chatayan"
~subject:"Time series analysis"
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Paap, Richard
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Modeling the impact of forecast-based regime switches on macroeconomic time series
Bel, Koen
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Paap, Richard
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2013
Persistent link: https://www.econbiz.de/10010188270
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A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
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McAleer, Michael
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2008
Persistent link: https://www.econbiz.de/10003893426
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