Narrow search
Showing 1 - 10 of 1,868
Cover Image
Vehicle size choice and automobile externalities : a dynamic analysis
Winston, Clifford; Yan, Jia - In: Journal of econometrics 222 (2021) 1,1, pp. 196-218
Persistent link: https://www.econbiz.de/10012619397
Cover Image
Modeling long cycles
Kang, Da Natasha; Marmer, Vadim - In: Journal of econometrics 242 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015075200
Cover Image
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
Cover Image
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Cover Image
Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de - In: Journal of econometrics 86 (1998) 2, pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
Cover Image
The memory of stochastic volatility models
Robinson, Peter M. - In: Journal of econometrics 101 (2001) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
Cover Image
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, Robert - In: Journal of econometrics 104 (2001) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Cover Image
The dynamics of stochastic volatility : evidence from underlying and options markets
Jones, Christopher S. - In: Journal of econometrics 116 (2003) 1/2, pp. 181-224
Persistent link: https://www.econbiz.de/10001772147
Cover Image
Kurtosis of GARCH and stochastic volatility models with non-normal innovations
Bai, Xuezheng; Russell, Jeffrey R.; Tiao, George C. - In: Journal of econometrics 114 (2003) 2, pp. 349-360
Persistent link: https://www.econbiz.de/10001750817
Cover Image
Properties of nonlinear transformations of fractionally integrated processes
Dittmann, Ingolf; Granger, C. W. J. - In: Journal of econometrics 110 (2002) 2, pp. 113-133
Persistent link: https://www.econbiz.de/10001703504