C22 - Time-Series Models

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 11-20 of 43 total displayed.

Past content

Articles
Beta Regimes for the Yield Curve

Francesco Audrino and Enrico De Giorgi
J. Financial Econometrics 2007; 5: 456-490. [Abstract] [Full text] [PDF]  

Articles
The long-term sucCESs of the neoclassical growth model

Rainer Klump, Peter McAdam, and Alpo Willman
Oxf. Rev. Econ. Policy 2007; 23: 94-114. [Abstract] [Full text] [PDF]  

Articles
Stationarity of a Markov-Switching GARCH Model

Ji-Chun Liu
J. Financial Econometrics 2006; 4: 573-593. [Abstract] [Full text] [PDF]  

Articles
Dynamic Asymmetric GARCH

Massimiliano Caporin and Michael McAleer
J. Financial Econometrics 2006; 4: 385-412. [Abstract] [Full text] [PDF]  

Articles
Inequality Constraints in the Fractionally Integrated GARCH Model

Christian Conrad and Berthold R. Haag
J. Financial Econometrics 2006; 4: 413-449. [Abstract] [Full text] [PDF]  

Articles
Practitioners’ Corner

Adam Canopius
J. Financial Econometrics 2006; 4: 531-536. [Full text] [PDF]  

Articles
Practitioners’ Corner

Adam Canopius
J. Financial Econometrics 2006; 4: 346-351. [Full text] [PDF]  

Articles
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation

Ole E. Barndorff-Nielsen and Neil Shephard
J. Financial Econometrics 2006; 4: 1-30. [Abstract] [Full text] [PDF]  

Articles
Practitioners’ Corner: Introduction to the Special Issue

Adam Canopius
J. Financial Econometrics 2005; 3: 447-455. [Full text] [PDF]  

Articles
The Relative Contribution of Jumps to Total Price Variance

Xin Huang and George Tauchen
J. Financial Econometrics 2005; 3: 456-499. [Abstract] [Full text] [PDF]  

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