Search Results - subject:"smooth transition regression."

Coudert, Virginie; Mignon, Valérie - Centre d'études prospectives et d'informations … - 2011

on smooth transition regression models, we show that default risk fuels the carry-trade gains during periods of upbeat …

Persistent link: https://www.econbiz.de/10009358500

Mignon, Valérie; Guerreiro, David - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2011

and July 2011. Relying on smooth transition regression models, we show that the price convergence process is nonlinear …

Persistent link: https://www.econbiz.de/10009364454

Kavkler, Alenka; Festić, Mejra - In: Prague Economic Papers 2011 (2011) 1, pp. 3-22

varying intensity. We propose a smooth transition regression model to explain Slovene stock exchange index returns employing …

Persistent link: https://www.econbiz.de/10008922887

Couharde, Cécile; Rey, Serge; Sallenave, Audrey - In: Applied economics 48 (2016) 10/12, pp. 966-986

Persistent link: https://www.econbiz.de/10011432824

Leppin, Julian Sebastian - In: Journal of forecasting 35 (2016) 6, pp. 564-572

Persistent link: https://www.econbiz.de/10011596045

Woodward, G. Thomas; Kopic, Suvad; Zwirlein, Thomas John - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 181-189

Persistent link: https://www.econbiz.de/10011580411

Kopic, Suvad; Woodward, G. Thomas; Zwirlein, Thomas John - In: The empirical economics letters : a monthly … 15 (2016) 4, pp. 355-367

Persistent link: https://www.econbiz.de/10011580609

Ben Cheikh, Nidhaleddine; Rault, Christophe - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10011639830

Chiu, Yi-Bin; Sun, Chia-Hung - In: Economic modelling 52 (2016), pp. 1017-1025

Persistent link: https://www.econbiz.de/10011643120

Phiri, Andrew - In: International journal of sustainable economy 8 (2016) 1, pp. 18-42

Persistent link: https://www.econbiz.de/10011548470

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