C32 - Time-Series Models

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-10 of 19 total displayed.

Most recent content

Articles
A Bayesian Analysis of Return Dynamics with Lévy Jumps

Haitao Li, Martin T. Wells, and Cindy L. Yu
Rev. Financ. Stud. 2008; 21: 2345-2378. [Abstract] [Full text] [PDF]  

Past content

Articles
VAR Modeling for Dynamic Loadings Driving Volatility Strings

Ralf Brüggemann, Wolfgang Härdle, Julius Mungo, and Carsten Trenkler
J. Financial Econometrics 2008; 6: 361-381. [Abstract] [Full text] [PDF]  

Articles
Parameterizing Unconditional Skewness in Models for Financial Time Series

Changli He, Annastiina Silvennoinen, and Timo Teräsvirta
J. Financial Econometrics 2008; 6: 208-230. [Abstract] [Full text] [PDF]  

Articles
Size and Value Anomalies under Regime Shifts

Massimo Guidolin and Allan Timmermann
J. Financial Econometrics 2008; 6: 1-48. [Abstract] [Full text] [PDF]  

Articles
Positivity Conditions for a Bivariate Autoregressive Volatility Specification

C. Gourieroux
J. Financial Econometrics 2007; 5: 624-636. [Abstract] [Full text] [PDF]  

Articles
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

Yongmiao Hong, Jun Tu, and Guofu Zhou
Rev. Financ. Stud. 2007; 20: 1547-1581. [Abstract] [Full text] [PDF]  

Articles
Aggregation of Nonparametric Estimators for Volatility Matrix

Jianqing Fan, Yingying Fan, and Jinchi Lv
J. Financial Econometrics 2007; 5: 321-357. [Abstract] [Full text] [PDF]  

Articles
Identifying aggregate demand and supply shocks in a small open economy

Walter Enders and Stan Hurn
Oxf. Econ. Pap. 2007; 59: 411-429. [Abstract] [Full text] [PDF]  

Articles
Asymmetric price transmission in the Spanish lamb sector

M. Ben-Kaabia and José M. Gil
Eur. Rev. Agric. Econ. 2007; 34: 53-80. [Abstract] [Full text] [PDF]  

Articles
Maize Market Liberalisation in Benin: A Case of Hysteresis

Clemens Lutz, W. Erno Kuiper, and Aad van Tilburg
J. Afr. Econ. 2007; 16: 102-133. [Abstract] [Full text] [PDF]  

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