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~isPartOf:"Journal of financial econometrics"
~person:"Cavicchioli, Maddalena"
~person:"Phillips, Peter C. B."
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Cavicchioli, Maddalena
Phillips, Peter C. B.
Antoine, Bertille
6
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6
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5
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Journal of financial econometrics
Cowles Foundation discussion paper
104
Cowles Foundation Discussion Paper
39
Journal of econometrics
36
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of international money and finance
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Macquarie Business School Research Paper
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1
Fourth moment structure of markov switching multivariate GARCH models
Cavicchioli, Maddalena
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 565-582
Persistent link: https://www.econbiz.de/10012654989
Saved in:
2
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
3
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
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