5

Threshold random walks in the US stock market

Year:
2008
Language:
english
File:
PDF, 245 KB
english, 2008
6

The Information Content of Implied Probabilities to Detect Structural Change

Year:
2008
Language:
english
File:
PDF, 445 KB
english, 2008
7

[untitled]

Year:
1985
Language:
english
File:
PDF, 318 KB
english, 1985
8

Evidence of nonlinear mean reversion in the real interest rate

Year:
2010
Language:
english
File:
PDF, 176 KB
english, 2010
12

Instrumental variable estimation of a nonlinear Taylor rule

Year:
2012
Language:
english
File:
PDF, 294 KB
english, 2012
16

STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA

Year:
2012
Language:
english
File:
PDF, 287 KB
english, 2012
17

A robust bootstrap test under heteroskedasticity

Year:
2003
Language:
english
File:
PDF, 93 KB
english, 2003