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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of economic behavior & organization : JEBO
4
Applied financial economics
3
Journal of econometrics
3
Journal of economic dynamics & control
3
Journal of economics and business
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Economic inquiry : journal of the Western Economic Association International
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Economic modelling
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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European economic review : EER
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International review of financial analysis
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Journal of banking & finance
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Journal of international money and finance
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Sociale verzekering : Documentatie-orgaan van de Federatie van Bedrijfsverenigingen de Sociale Verzekeringsbank en de Vereeniging van Raden van Arbeid
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The journal of futures markets
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The journal of operational risk
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The journal of portfolio management : a publication of Institutional Investor
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Modelling and predicting market risk with Laplace–Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145
Persistent link: https://www.econbiz.de/10007629952
Saved in:
2
Volatility components and long memory-effects revisited
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009949897
Saved in:
3
Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10009949974
Saved in:
4
Nonlinear mean reversion in EMS exchange rates
Mizrach, Bruce
- In:
Brussels economic review
53
(
2010
)
2
,
pp. 187-199
Persistent link: https://www.econbiz.de/10009906258
Saved in:
5
A video interview of Buz Brock
Brock, Buz
;
Mizrach, Bruce
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009949841
Saved in:
6
A video interview with James Hamilton
Mizrach, Bruce
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009949918
Saved in:
7
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10010063356
Saved in:
8
The Information in the Term Structure: A Non-parametric Investigation
Mizrach, B.
- In:
Journal of forecasting
15
(
1996
)
3
,
pp. 137-154
Persistent link: https://www.econbiz.de/10006928537
Saved in:
9
New evidence on the effectiveness of foreign exchange market intervention
Koedijk, K.G.
;
Mizrach, B.
;
Stork, P.A.
;
Vries, C.G.de
- In:
European economic review : EER
39
(
1995
)
3-4
,
pp. 501-508
Persistent link: https://www.econbiz.de/10007708045
Saved in:
10
Determining delay times for phase space reconstruction with application to the FF-DM exchange rate
Mizrach, B.
- In:
Journal of economic behavior & organization : JEBO
30
(
1996
)
3
,
pp. 369-382
Persistent link: https://www.econbiz.de/10007318801
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