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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.; Panagiōtidēs, Theodōros; … - In: Computational economics 59 (2022) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
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Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S.: A VAR-GARCH-M Approach
Pelloni, Gianluigi; Polasek, Wolfgang - In: Computational economics 21 (2003) 1, pp. 65-86
Persistent link: https://www.econbiz.de/10007034565
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An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
Panagiotidis, Theodore - In: Computational economics 36 (2010) 2, pp. 121-133
Persistent link: https://www.econbiz.de/10008435349