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Smooth-Transition GARCH Models
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Threshold
, smooth transition and mean reversion in inflation : new evidence from European countries
Chen, Shyh-Wei
;
Hsu, Chi-Sheng
- In:
Economic modelling
53
(
2016
),
pp. 23-36
Persistent link: https://www.econbiz.de/10011640941
Saved in:
2
Money demand in the euro area, the US and the UK : assessing the role of nonlinearity
Jawadi, Fredj
;
Sousa, Ricardo M.
- In:
Economic modelling
32
(
2013
),
pp. 507-512
Persistent link: https://www.econbiz.de/10009762065
Saved in:
3
Does gold act as a hedge or a safe haven for stocks? : a smooth transition approach
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
- In:
Economic modelling
48
(
2015
),
pp. 16-24
Persistent link: https://www.econbiz.de/10011452338
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4
Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen
;
Su, Che-Yi
- In:
Economic modelling
47
(
2015
),
pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
Saved in:
5
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
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6
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
- In:
Economic modelling
30
(
2013
),
pp. 317-321
Persistent link: https://www.econbiz.de/10009703641
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7
Testing for fiscal sustainability : new evidence from the G-7 and some European countries
Chen, Shyh-wei
- In:
Economic modelling
37
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010416890
Saved in:
8
Correlation regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
9
Institutional quality and FDI location : a
threshold
model
Zhang, Hongxia
;
Kim, Heeho
- In:
Economic modelling
114
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013367563
Saved in:
10
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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