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A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
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Nonlinearities or outliers in real exchange rates?
López Villavicencio, Antonia - In: Economic modelling 25 (2008) 4, pp. 714-730
Persistent link: https://www.econbiz.de/10003791268
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Multivariate tests for autocorrelation in the stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Economic modelling 21 (2004) 4, pp. 661-683
Persistent link: https://www.econbiz.de/10002068720
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Volatility forecast of country ETF : the sequential information arrival hypothesis
Tseng, Tseng-Chan; Lee, Chien-Chiang; Chen, Mei-Ping - In: Economic modelling 47 (2015), pp. 228-234
Persistent link: https://www.econbiz.de/10011439071
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Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana; Maggi, Mario Alessandro - In: Economic modelling 82 (2019), pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
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Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.; Peel, David - In: Economic modelling 22 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
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Feedback trading and autocorrelation interactions in the foreign exchange market : further evidence
Laopodis, Nikiforos - In: Economic modelling 22 (2005) 5, pp. 811-827
Persistent link: https://www.econbiz.de/10003116558
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Testing for serial correlation and random effects in a two-way error component regression model
Wu, Jianhong; Zhu, Lixing - In: Economic modelling 28 (2011) 6, pp. 2377-2386
Persistent link: https://www.econbiz.de/10009504011
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One-directional adjacency matrices in spatial autoregressive model : a land price example and Monte Carlo results
Yokoi, Takahisa; Ando, Asao - In: Economic modelling 29 (2012) 1, pp. 79-85
Persistent link: https://www.econbiz.de/10009658254