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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
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Asymmetry in stochastic volatility models : threshold or correlation?
Smith, Daniel R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10009513579
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Conditional coskewness and asset pricing
Smith, Daniel R. - In: Journal of empirical finance 14 (2007) 1, pp. 91-119
Persistent link: https://www.econbiz.de/10003416066
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Testing for structural breaks in GARCH models
Smith, Daniel R. - In: Applied financial economics 18 (2008) 10/12, pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
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A further note on the three phases of US business cycle
Layton, Allan P.; Smith, Daniel R. - In: Applied economics 32 (2000) 9, pp. 1133-1143
Persistent link: https://www.econbiz.de/10001496452
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International parity relationships : a summary of the recent evidence
Smith, Daniel R. - 1997
Persistent link: https://www.econbiz.de/10000991098
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Duration dependence in the US business cycle
Layton, Allan P.; Smith, Daniel R. - 2003
Persistent link: https://www.econbiz.de/10001812712
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The effect of dividend imputation on corporate dividend policy
Smith, Daniel R. - 1996
Persistent link: https://www.econbiz.de/10000960945
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Can superannuation funds use their franking credits?
Smith, Daniel R. - 1997
Persistent link: https://www.econbiz.de/10000966170