Article
Publicly Available
Frontmatter
Published/Copyright:
April 14, 2016
Published Online: 2016-4-14
Published in Print: 2016-4-1
©2016 by De Gruyter
Articles in the same Issue
- Frontmatter
- Testing cointegration in quantile regressions with an application to the term structure of interest rates
- Multi-criteria classification for pricing European options
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification
- Common time variation of parameters in reduced-form macroeconomic models
- Equilibrium pricing of currency options under a discontinuous model in a two-country economy
- Revisiting the statistical specification of near-multicollinearity in the logistic regression model
Articles in the same Issue
- Frontmatter
- Testing cointegration in quantile regressions with an application to the term structure of interest rates
- Multi-criteria classification for pricing European options
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification
- Common time variation of parameters in reduced-form macroeconomic models
- Equilibrium pricing of currency options under a discontinuous model in a two-country economy
- Revisiting the statistical specification of near-multicollinearity in the logistic regression model
