abbreviation
- STUD NONLINEAR DYN E
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
Journal
Overview
publication venue for
- Multivariate Markov-switching score-driven models: An application to the global crude oil market. 26. 2022
- Anticipating extreme losses using score-driven shape filters. 2022:1-36. 2022
- Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility. 2022. 2022
- The reaction of stock market returns to unemployment. 21. 2017
- Maximally Autocorrelated Power Transformations: A Closer Look at the Properties of Stochastic Volatility Models. 16. 2012
- Testing for Conditional Heteroscedasticity in the Components of Inflation. 13. 2009
- Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components. 12 :1-32. 2008
International Standard Serial Number (ISSN)
- 1081-1826
Electronic International Standard Serial Number (EISSN)
- 1558-3708