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Nonlinear dynamics in economic...
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1
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Saved in:
2
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
PAVLIDIS, EFTHYMIOS G.
;
PAYA, IVAN
;
PEEL, DAVID A.
- In:
Journal of Money, Credit and Banking
50
(
2018
)
5
,
pp. 833-856
Persistent link: https://www.econbiz.de/10012093808
Saved in:
3
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10010118271
Saved in:
4
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Paya, Ivan
;
Peel, David A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009949971
Saved in:
5
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
Saved in:
6
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
7
Forecast evaluation of nonlinear models : the case of long-span real exchange rates
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 580-595
Persistent link: https://www.econbiz.de/10009722656
Saved in:
8
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
Saved in:
9
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003817102
Saved in:
10
Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
-
2009
Persistent link: https://www.econbiz.de/10003879555
Saved in:
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