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Asymmetry and Long Memory in Volatility Modeling.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 495, doi. 10.1093/jjfinec/nbr015
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- Article
Dynamic Asymmetric GARCH.
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- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 385, doi. 10.1093/jjfinec/nbj011
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- Article
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model.
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- Review of Economic Studies, 1987, v. 54, n. 4, p. 649, doi. 10.2307/2297487
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- Article
Switching orthogonality*.
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- International Economic Review, 1998, v. 39, n. 1, p. 171, doi. 10.2307/2527236
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- Article
Testing for Unit Roots and Non-linear Transformations.
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- Journal of Time Series Analysis, 1998, v. 19, n. 2, p. 147, doi. 10.1111/1467-9892.00083
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- Article
TESTING SEPARATE TIME SERIES MODELS.
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- Journal of Time Series Analysis, 1988, v. 9, n. 2, p. 169, doi. 10.1111/j.1467-9892.1988.tb00462.x
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- Article
Antitrust environment and innovation.
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- Scientometrics, 2005, v. 64, n. 3, p. 301, doi. 10.1007/s11192-005-0252-9
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- Article
A new measure of innovation: The patent success ratio.
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- Scientometrics, 2005, v. 63, n. 3, p. 421, doi. 10.1007/s11192-005-0222-2
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- Article
Modelling the asymmetric volatility of anti-pollution patents in the USA.
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- Scientometrics, 2004, v. 59, n. 2, p. 179, doi. 10.1023/b:scie.0000018527.22276.10
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- Article
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries.
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- Scientometrics, 2002, v. 55, n. 2, p. 171, doi. 10.1023/a:1019611623033
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- Article
Spurious Relationships for Nearly Non-Stationary Series.
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- Journal of Risk & Financial Management, 2021, v. 14, n. 8, p. 1, doi. 10.3390/jrfm14080366
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- Article
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018-2020.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 12, p. 1, doi. 10.3390/jrfm13120294
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- Article
Review Papers for Journal of Risk and Financial Management (JRFM).
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- Journal of Risk & Financial Management, 2020, v. 13, n. 8, p. 1, doi. 10.3390/jrfm13080185
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- Article
Risk and Financial Management of COVID-19 in Business, Economics and Finance.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 5, p. 1, doi. 10.3390/jrfm13050102
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- Article
Is One Diagnostic Test for COVID-19 Enough?
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- Journal of Risk & Financial Management, 2020, v. 13, n. 4, p. 1, doi. 10.3390/jrfm13040077
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- Article
Prevention Is Better Than the Cure: Risk Management of COVID-19.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 3, p. 1, doi. 10.3390/jrfm13030046
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- Article
Risk Management of COVID-19 by Universities in China.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 2, p. 1, doi. 10.3390/jrfm13020036
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- Article
Corporate Financial Distress of Industry Level Listings in Vietnam.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 4, p. 1, doi. 10.3390/jrfm12040155
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- Article
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020061
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- Article
What They Did Not Tell You about Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020066
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- Article
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 4, p. 1, doi. 10.3390/jrfm11040058
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- Article
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM).
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020020
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- Article
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 1, p. 1, doi. 10.3390/jrfm11010015
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- Article
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.
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- Journal of Risk & Financial Management, 2017, v. 10, n. 4, p. 1, doi. 10.3390/jrfm10040023
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- Article
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models.
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- Econometrics (2225-1146), 2021, v. 9, n. 2, p. 21, doi. 10.3390/econometrics9020021
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- Article
A Simple Test for Causality in Volatility.
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- Econometrics (2225-1146), 2017, v. 5, n. 1, p. 15, doi. 10.3390/econometrics5010015
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- Article
COVID-19 restrictions and age-specific mental health—U.S. probability-based panel evidence.
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- Translational Psychiatry, 2021, v. 11, n. 1, p. 1, doi. 10.1038/s41398-021-01537-x
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- Article
Professor Halbert L. White, 1950-2012.
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- Journal of Economic Surveys, 2012, v. 26, n. 4, p. 551, doi. 10.1111/j.1467-6419.2012.00735.x
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- Article
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS.
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- Journal of Economic Surveys, 2012, v. 26, n. 4, p. 736, doi. 10.1111/j.1467-6419.2011.00683.x
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- Article
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG.
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- Journal of Economic Surveys, 2011, v. 25, n. 2, p. 326, doi. 10.1111/j.1467-6419.2010.00648.x
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- Article
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS.
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- Journal of Economic Surveys, 2011, v. 25, n. 1, p. 6, doi. 10.1111/j.1467-6419.2010.00640.x
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- Article
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES.
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- Journal of Economic Surveys, 2011, v. 25, n. 1, p. 185, doi. 10.1111/j.1467-6419.2010.00644.x
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- Article
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE-AT-RISK AND DAILY CAPITAL CHARGES.
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- Journal of Economic Surveys, 2009, v. 23, n. 5, p. 831, doi. 10.1111/j.1467-6419.2009.00588.x
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- Article
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS.
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- Journal of Economic Surveys, 2010, v. 24, n. 1, p. 192, doi. 10.1111/j.1467-6419.2009.00584.x
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- Article
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS.
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- Journal of Economic Surveys, 2010, v. 24, n. 1, p. 196, doi. 10.1111/j.1467-6419.2009.00585.x
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- Article
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD.
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- Journal of Economic Surveys, 2009, v. 23, n. 5, p. 850, doi. 10.1111/j.1467-6419.2009.00590.x
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- Article
In Memoriam.
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- 2009
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- Obituary
MEASURING RISK IN ENVIRONMENTAL FINANCE.
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- Journal of Economic Surveys, 2007, v. 21, n. 5, p. 970, doi. 10.1111/j.1467-6419.2007.00526.x
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- Article
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES.
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- Journal of Economic Surveys, 2006, v. 20, n. 4, p. 483, doi. 10.1111/j.1467-6419.2006.00257.x
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- Publication type:
- Article
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA.
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- Journal of Economic Surveys, 2006, v. 20, n. 4, p. 691, doi. 10.1111/j.1467-6419.2006.00263.x
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- Article
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA.
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- Journal of Economic Surveys, 2006, v. 20, n. 4, p. 715, doi. 10.1111/j.1467-6419.2006.00264.x
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- Article
The Ten Commandments for Academics.
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- Journal of Economic Surveys, 2005, v. 19, n. 5, p. 823, doi. 10.1111/j.0950-0804.2005.00269.x
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- Article
The ten commandments for ranking university quality.
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- Journal of Economic Surveys, 2005, v. 19, n. 4, p. 649, doi. 10.1111/j.0950-0804.2005.00263.x
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- Publication type:
- Article
Econometric modelling of non-ferrous metal prices.
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- Journal of Economic Surveys, 2004, v. 18, n. 5, p. 651, doi. 10.1111/j.1467-6419.2004.00233.x
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- Article
An Empirical Assessment of Country Risk Ratings and Associated Models.
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- Journal of Economic Surveys, 2004, v. 18, n. 4, p. 539, doi. 10.1111/j.0950-0804.2004.00230.x
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- Article
The Ten Commandments for Presenting a Conference Paper.
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- Journal of Economic Surveys, 2002, v. 16, n. 2, p. 215, doi. 10.1111/1467-6419.00165
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- Article
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999.
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- Journal of Economic Surveys, 2002, v. 16, n. 1, p. 111, doi. 10.1111/1467-6419.00161
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- Article
The Ten Commandments for Attending a Conference.
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- Journal of Economic Surveys, 2001, v. 15, n. 5, p. 671, doi. 10.1111/1467-6419.00153
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- Article
Pricing of Forward and Futures Contracts.
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- Journal of Economic Surveys, 2000, v. 14, n. 2, p. 215, doi. 10.1111/1467-6419.00110
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- Publication type:
- Article
COINTEGRATION ANALYSIS OF SEASONAL TIME SERIES.
- Published in:
- Journal of Economic Surveys, 1998, v. 12, n. 5, p. 651, doi. 10.1111/1467-6419.00070
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- Article