ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1138, doi. 10.1002/jae.2302
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- Publication type:
- Article
Works matching IS 08837252 AND DT 2013 AND VI 28 AND IP 7
Results: 9
1
2
SEMI-NONPARAMETRIC ESTIMATION OF CONSUMER SEARCH COSTS.
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- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1205, doi. 10.1002/jae.2290
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- Publication type:
- Article
3
THE ROLE OF TIME-VARYING PRICE ELASTICITIES IN ACCOUNTING FOR VOLATILITY CHANGES IN THE CRUDE OIL MARKET.
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- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1087, doi. 10.1002/jae.2283
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- Publication type:
- Article
4
Acknowledgement to Referees.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1231, doi. 10.1002/jae.2370
- Publication type:
- Article
5
CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS WITH SKEWNESS AND LEVERAGE EFFECTS.
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- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1110, doi. 10.1002/jae.2281
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- Publication type:
- Article
6
EMBARRASSINGLY EASY EMBARRASSINGLY PARALLEL PROCESSING IN R.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1224, doi. 10.1002/jae.2362
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- Publication type:
- Article
7
SEMIPARAMETRIC VECTOR MEM.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1067, doi. 10.1002/jae.2292
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- Publication type:
- Article
8
HOW EFFECTIVE ARE UNEMPLOYMENT BENEFIT SANCTIONS? LOOKING BEYOND UNEMPLOYMENT EXIT.
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- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1153, doi. 10.1002/jae.2289
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- Publication type:
- Article
9
ARE THE CURRENT ACCOUNT IMBALANCES BETWEEN EMU COUNTRIES SUSTAINABLE? EVIDENCE FROM PARAMETRIC AND NON-PARAMETRIC TESTS.
- Published in:
- Journal of Applied Econometrics, 2013, v. 28, n. 7, p. 1179, doi. 10.1002/jae.2291
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- Publication type:
- Article