Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data
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Published By Springer US

9781461373346, 9781461551294

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On the Inherent Nonlinearity of Frequency Dependent Time Series Relationships

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_6 ◽

1999 ◽

pp. 129-142 ◽

Cited By ~ 7

Author(s):

Hui Boon Tan ◽

Richard Ashley

Keyword(s):

Time Series ◽

Frequency Dependent

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Asymmetric Nonlinear Smooth Transition Garch Models

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_10 ◽

1999 ◽

pp. 191-207 ◽

Cited By ~ 30

Author(s):

Heather M. Anderson ◽

Kiseok Nam ◽

Farshid Vahid

Keyword(s):

Smooth Transition ◽

Garch Models ◽

Nonlinear Smooth

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Speculative Behavior, Regime-Switching, and Stock Market Crashes

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_15 ◽

1999 ◽

pp. 321-356 ◽

Cited By ~ 27

Author(s):

Simon van Norden ◽

Huntley Schaller

Keyword(s):

Stock Market ◽

Regime Switching ◽

Market Crashes ◽

Speculative Behavior

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Stationarity Tests with Multiple Endogenized Breaks

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_7 ◽

1999 ◽

pp. 143-163 ◽

Cited By ~ 1

Author(s):

Junsoo Lee

Keyword(s):

Stationarity Tests

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A Reanalysis of the Spectral Properties of Some Economic and Financial Time Series

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_3 ◽

1999 ◽

pp. 45-85 ◽

Cited By ~ 1

Author(s):

James B. Ramsey ◽

David J. Thomson

Keyword(s):

Time Series ◽

Spectral Properties ◽

Financial Time Series ◽

Financial Time

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Business Cycle Dynamics: Predicting Transitions with Macrovariables

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_12 ◽

1999 ◽

pp. 231-265 ◽

Cited By ~ 1

Author(s):

Morten O. Ravn ◽

Martin Sola

Keyword(s):

Business Cycle ◽

Business Cycle Dynamics

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Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_1 ◽

1999 ◽

pp. 1-32 ◽

Cited By ~ 4

Author(s):

Andrew J. Filardo ◽

Stephen F. Gordon

Keyword(s):

Business Cycle ◽

Turning Points ◽

Cycle Model ◽

Business Cycle Model

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Nonlinear Evolution In UK Stock Returns And Volume

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_8 ◽

1999 ◽

pp. 165-177 ◽

Cited By ~ 2

Author(s):

Chris Brooks ◽

Melvin J. Hinich ◽

Michael J. Smith

Keyword(s):

Stock Returns ◽

Nonlinear Evolution

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Unit-Root Tests and Excess Returns

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_5 ◽

1999 ◽

pp. 111-128

Author(s):

Marie-Josée Godbout ◽

Simon van Norden

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Excess Returns

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Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data ◽

10.1007/978-1-4615-5129-4_16 ◽

1999 ◽

pp. 357-367 ◽

Cited By ~ 2

Author(s):

Philip Rothman

Keyword(s):

Higher Order ◽

Residual Analysis ◽

Autoregressive Models ◽

Threshold Autoregressive

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Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial DataLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

On the Inherent Nonlinearity of Frequency Dependent Time Series Relationships

Asymmetric Nonlinear Smooth Transition Garch Models

Speculative Behavior, Regime-Switching, and Stock Market Crashes

Stationarity Tests with Multiple Endogenized Breaks

A Reanalysis of the Spectral Properties of Some Economic and Financial Time Series

Business Cycle Dynamics: Predicting Transitions with Macrovariables

Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches

Nonlinear Evolution In UK Stock Returns And Volume

Unit-Root Tests and Excess Returns

Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test

Dynamic Modeling and Econometrics in Economics and Finance - Nonlinear Time Series Analysis of Economic and Financial Data
Latest Publications