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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Baltagi, Badi H. - In: Journal of econometrics 77 (1997) 2, pp. 303-327
Persistent link: https://www.econbiz.de/10001212840
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Bayesian inference and state number determination for hidden Markov models : an application to the information content of the yield curve about inflation
Chopin, Nicolas; Pelgrin, Florian - In: Journal of econometrics 123 (2004) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10002361750
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Growth and convergence : a profile of distribution dynamics and mobility
Maasoumi, Esfandiar; Racine, Jeffrey; Stengos, Thanasēs - In: Journal of econometrics 136 (2007) 2, pp. 483-508
Persistent link: https://www.econbiz.de/10003412658
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Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
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Modeling long memory in stock market volatility
Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark (contributor) - In: Journal of econometrics 94 (2000) 1/2, pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Pricing and hedging long-term options
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: Journal of econometrics 94 (2000) 1/2, pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
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Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - In: Journal of econometrics 92 (1999) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001400092