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Time-varying market integratio...
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Time-varying market integration and stock and bond return concordance in emerging markets
Panchenko, Valentyn
;
Wu, Eliza
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1014-1022
Persistent link: https://www.econbiz.de/10008892230
Saved in:
2
Time-varying market integration and stock and bond return concordance in emerging markets
Panchenko, Valentyn
;
Wu, Eliza
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1014-1021
Persistent link: https://www.econbiz.de/10008235112
Saved in:
3
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information
Anufriev, Mikhail
;
Arifovic, Jasmina
;
Ledyard, John
; …
- In:
Journal of evolutionary economics : JEE
23
(
2013
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10010151921
Saved in:
4
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics
Diks, Cees
;
Hommes, Cars
;
Panchenko, Valentyn
;
Weide, Roy
- In:
Computational economics
32
(
2008
)
1
,
pp. 221
Persistent link: https://www.econbiz.de/10008076736
Saved in:
5
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9
,
pp. 1647-1670
Persistent link: https://www.econbiz.de/10007287977
Saved in:
6
Likelihood-based scoring rules for comparing density forecasts in tails
Diks, Cees
;
Panchenko, Valentyn
;
van Dijk, Dick
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10009163367
Saved in:
7
A note on the Hiemstra-Jones test for Granger non-causality
Diks, Cees
;
Panchenko, Valentyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10009949845
Saved in:
8
Rank-based entropy tests for serial independence
Diks, Cees
;
Panchenko, Valentyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009949913
Saved in:
9
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees
;
Panchenko, Valentyn
;
van Dijk, Dick
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1610
Persistent link: https://www.econbiz.de/10008640062
Saved in:
10
Learning and adaptation's impact on market efficiency
Goldbaum, David
;
Panchenko, Valentyn
- In:
Journal of economic behavior & organization : JEBO
76
(
2010
)
3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10008735135
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