Works matching IS 01439782 AND DT 2018 AND VI 39 AND IP 6

Results: 13

Editorial Announcement.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 813, doi. 10.1111/jtsa.12429

By:

Taylor, Robert

Publication type:

Article

Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 814, doi. 10.1111/jtsa.12428

By:

Leybourne, Stephen;
Taylor, Robert

Publication type:

Article

Change Detection and the Causal Impact of the Yield Curve.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 966, doi. 10.1111/jtsa.12427

By:

Shi, Shuping;
Phillips, Peter C. B.;
Hurn, Stan

Publication type:

Article

On the Comparison of Interval Forecasts.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 953, doi. 10.1111/jtsa.12426

By:

Askanazi, Ross;
Diebold, Francis X.;
Schorfheide, Frank;
Shin, Minchul

Publication type:

Article

Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 942, doi. 10.1111/jtsa.12424

By:

Sandberg, Rickard

Publication type:

Article

The Fixed Volatility Bootstrap for a Class of Arch(q) Models.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 920, doi. 10.1111/jtsa.12421

By:

Cavaliere, Giuseppe;
Pedersen, Rasmus Søndergaard;
Rahbek, Anders

Publication type:

Article

Modeling the Interactions between Volatility and Returns using EGARCH‐M.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 909, doi. 10.1111/jtsa.12419

By:

Harvey, Andrew;
Lange, Rutger‐Jan

Publication type:

Article

Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 892, doi. 10.1111/jtsa.12410

By:

Arvanitis, Stelios;
Magdalinos, Tassos

Publication type:

Article

Real‐Time Monitoring for Explosive Financial Bubbles.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 863, doi. 10.1111/jtsa.12409

By:

Astill, Sam;
Harvey, David I.;
Leybourne, Stephen J.;
Sollis, Robert;
Robert Taylor, A. M.

Publication type:

Article

Confidence Sets for the Date of a Structural Change at the End of a Sample.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 850, doi. 10.1111/jtsa.12404

By:

Kurozumi, Eiji

Publication type:

Article

Testing the CVAR in the Fractional CVAR Model.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 836, doi. 10.1111/jtsa.12300

By:

Johansen, Søren;
Nielsen, Morten Ørregaard

Publication type:

Article

Unit Root Testing with Unstable Volatility.

Published in:

Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 816, doi. 10.1111/jtsa.12279

By:

Beare, Brendan K.

Publication type:

Article

Issue Information.

Published in:: Journal of Time Series Analysis, 2018, v. 39, n. 6, p. 811, doi. 10.1111/jtsa.12263
Publication type:: Article