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An introduction to I(∞) processes
Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
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A note on the use of fractional Brownian motion for financial modeling
Rostek, Stefan; Schöbel, Rainer - In: Economic modelling 30 (2013), pp. 30-35
Persistent link: https://www.econbiz.de/10009702270
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Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros; Livada, Alexandra - In: Economic modelling 30 (2013), pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
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Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei - In: Economic modelling 35 (2013), pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
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Short-run dynamics in bank credit : assessing nonlinearities in cyclicality
Bouvatier, Vincent; López-Villavicencio, Antonia; … - In: Economic modelling 37 (2014), pp. 127-136
Persistent link: https://www.econbiz.de/10010417227
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Testing for nonlinear panel unit roots under cross-sectional dependency : with an application to the PPP hypothesis
Månsson, Kristofer; Sjölander, Pär - In: Economic modelling 38 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010418139
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Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test
Emirmahmutoglu, Furkan; Omay, Tolga - In: Economic modelling 40 (2014), pp. 184-190
Persistent link: https://www.econbiz.de/10010425695
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Does Purchasing Power Parity hold? : new evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity
Su, Jen-je; Cheung, Adrian Wai Kong; Roca, Eduardo - In: Economic modelling 36 (2014), pp. 161-171
Persistent link: https://www.econbiz.de/10010412382
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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569