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Veröffentlicht/Copyright:
12. September 2015
Published Online: 2015-9-12
Published in Print: 2015-9-1
©2015 by De Gruyter
Artikel in diesem Heft
- Frontmatter
- A video interview of James Stock
- More powerful cointegration tests with non-normal errors
- Asset pricing with flexible beliefs
- Improving model performance with the integrated wavelet denoising method
- Noncausality and inflation persistence
- A triple-threshold leverage stochastic volatility model
- Estimating dynamic copula dependence using intraday data
Artikel in diesem Heft
- Frontmatter
- A video interview of James Stock
- More powerful cointegration tests with non-normal errors
- Asset pricing with flexible beliefs
- Improving model performance with the integrated wavelet denoising method
- Noncausality and inflation persistence
- A triple-threshold leverage stochastic volatility model
- Estimating dynamic copula dependence using intraday data
