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An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
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Dynamic trading with uncertain exit time and transaction costs in a general Markov market
Yao, Haixiang; Li, Danping; Wu, Huiling - In: International review of financial analysis 84 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
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Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471874