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A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun - In: The review of financial studies 12 (1999) 4, pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
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Using proxies for the short rate : when are three months like an instant?
Chapman, David A.; Long, John B.; Pearson, Neil D. - In: The review of financial studies 12 (1999) 4, pp. 763-806
Persistent link: https://www.econbiz.de/10001421870
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Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido - 1999
Persistent link: https://www.econbiz.de/10001424894
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Small sample properties of a joint ARCH-bilinearity test
Tolvi, Jussi - 1998
Persistent link: https://www.econbiz.de/10001432312
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Calculating short-run adjustments : sensitivity to non-linearities in a representative agent framework
Stemp, Peter J.; Herbert, Ric D. - 1999
Persistent link: https://www.econbiz.de/10001432721
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Modelling the spot prices of various coffee types
Milas, Costas; Otero, Jesús G. - 2000
Persistent link: https://www.econbiz.de/10001463030
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Asymptotic results and tests for the choice of approximative models in nonlinear two-phases regression models, heteroscedatic case
Brodeau, F. - In: Metrika : international journal for theoretical and … 49 (1999) 2, pp. 85-105
Persistent link: https://www.econbiz.de/10001463418
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000
Persistent link: https://www.econbiz.de/10001464665
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Whither nonlinear?
Brock, William A. - In: Journal of economic dynamics & control 24 (2000) 5/7, pp. 663-678
Persistent link: https://www.econbiz.de/10001465661
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Non-parametric and neural network models of inflation changes
Tkacz, Greg - 2000
Persistent link: https://www.econbiz.de/10001465896