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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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Structural changes in inflation dynamics : multiple breaks at different dates for different parameters
Eo, Yunjong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 211-231
Persistent link: https://www.econbiz.de/10011507522
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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias; Gribisch, Bastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
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Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios; Tzavalis, Elias - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
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Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
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Estimating dynamic copula dependence using intraday data
Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
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A triple-threshold leverage stochastic volatility model
Wu, Xin-Yu; Zhou, Hai-Lin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 483-500
Persistent link: https://www.econbiz.de/10011339413
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Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
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Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries
Musolesi, Antonio; Mazzanti, Massimiliano - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 5, pp. 521-541
Persistent link: https://www.econbiz.de/10010461187
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198389