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Search: isPartOf:"Studies in Nonlinear Dynamics and Econometrics"
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312
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Semmler, Willi
13
Jawadi, Fredj
12
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10
Sola, Martin
10
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9
Gençay, Ramazan
9
Gómez, Manuel A.
9
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8
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
Milas, Costas
6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1,112
Studies in Nonlinear Dynamics and Econometrics
7
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ECONIS (ZBW)
741
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6
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581
Fundamental and behavioural drivers of electricity price volatility
Karakatsani, Nektaria V.
;
Bunn, Derek W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949977
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582
Bayesian estimation and model selection in the generalized stochastic unit root model
Yang, Fuyu
;
Leon-Gonzalez, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009949978
Saved in:
583
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions
McElroy, Tucker S.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009949979
Saved in:
584
A non-parametric investigation of risk premia
Peroni, Chiara
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-50
Persistent link: https://www.econbiz.de/10009513568
Saved in:
585
Changes in US inflation persistence
Kang, Kyu Ho
;
Kim, Chang-jin
;
Morley, James C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009513570
Saved in:
586
Modeling jump and continuous components in the volatility of oil futures
Tseng, Tseng-chan
;
Chung, Huimin
;
Huang, Chin-sheng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513573
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587
Multivariate extension of the Hodrick-Prescott filter-optimality and characterization
Dermoune, Azzouz
;
Djehiche, Boualem
;
Rahmania, Nadji
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009513575
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588
Mixed exponential power asymmetric conditional heteroskedasticity
Rombouts, Jeroen V. K.
;
Bouaddi, Mohammed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009513576
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589
Inspecting the poverty-trap mechanism : a quantile regression approach
Krüger, Jens
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009513578
Saved in:
590
Asymmetry in stochastic volatility models : threshold or correlation?
Smith, Daniel R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009513579
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