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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Search: subject_exact:"Autoregressive DL Model"
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Gil-Alaña, Luis A.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Research in international business and finance
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345
International Journal of Energy Economics and Policy : IJEEP
320
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263
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Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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2
Detecting the hidden asymmetric relationship between crude oil and the US dollar : a novel neural Granger causality method
Wang, Lu
;
Ruan, Hang
;
Hong, Yanran
;
Luo, Keyu
- In:
Research in international business and finance
64
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014279939
Saved in:
3
Counterfactual analysis and inference with nonstationary data
Masini, Ricardo
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 227-239
Persistent link: https://www.econbiz.de/10012804103
Saved in:
4
How do economies adjust speed at uncertain times?
Alhussaini, Abdullah
;
Parhi, Mamata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014248936
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5
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
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6
Identifying the asymmetric price dynamics of Islamic equities : implications for international investors
Camgöz, Mevlüt
;
Topal, Mehmet Hanefi
- In:
Research in international business and finance
60
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013412480
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7
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
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8
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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9
The reinvestment risk premium in the valuation of British and Russian government bonds
Teplova, Tamara V.
;
Rodina, Victoria A.
- In:
Research in international business and finance
55
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013264646
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10
The recovery of global stock markets indices after impacts due to pandemics
David, S. A.
;
Inácio Jr., C. M. C.
;
Tenreiro Machado, …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013264709
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