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On the exact discretization of a continuous time AR(1) model driven by either long memory or antipersistent innovations : a fractional algebra approach
Simos, Theodore - In: Journal of time series econometrics 4 (2012) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10010097499
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The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10009957700
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Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends
Simos, Theodore - In: Econometric theory 12 (1996) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10007000181
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Contagion channels of the USA subprime financial crisis : evidence from USA, EMU, China and Japan equity markets
Dimitriou, Dimitrios; Simos, Theodore - In: Journal of financial economic policy 5 (2013) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10010147622
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A new test for deficit sustainability and its application to US data
Hatzinikolaou, Dimitris; Simos, Theodore - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10010156101
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THE EXACT DISCRETE MODEL OF A THIRD-ORDER SYSTEM OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH OBSERVABLE STOCHASTIC TRENDS
Simos, Theodore - In: Macroeconomic dynamics 13 (2009) 5, pp. 656-672
Persistent link: https://www.econbiz.de/10008326139