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Veröffentlicht/Copyright:
21. April 2022
Published Online: 2022-04-21
©2022 Walter de Gruyter GmbH, Berlin/Boston
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
- Testing for stationarity with covariates: more powerful tests with non-normal errors
- The non-linear effects of the Fed asset purchases
- Multiple structural breaks in cointegrating regressions: a model selection approach
- Time-varying threshold cointegration with an application to the Fisher hypothesis
- A new bivariate Archimedean copula with application to the evaluation of VaR
- The effect of price discrimination on dynamic duopoly games with bounded rationality
Artikel in diesem Heft
- Frontmatter
- Research Articles
- Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
- Testing for stationarity with covariates: more powerful tests with non-normal errors
- The non-linear effects of the Fed asset purchases
- Multiple structural breaks in cointegrating regressions: a model selection approach
- Time-varying threshold cointegration with an application to the Fisher hypothesis
- A new bivariate Archimedean copula with application to the evaluation of VaR
- The effect of price discrimination on dynamic duopoly games with bounded rationality
