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Nonlinear Dynamics Chaos and Econometrics.
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Nonlinear Dynamics Chaos and Econometrics. (1994)Nonlinear Dynamics Chaos and Econometrics.The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market (2021)The COVID-19 pandemic, volati…Assessing financial and housing wealth effects through the lens of a nonlinear framework (2014)Assessing financial and housi…Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market (2010)Chaotic Processes of Common S…Explaining and forecasting the euro/dollar exchange rate through a non-linear threshold model (2002)Explaining and forecasting th…Nonlinear deterministic forecasting of daily dollar exchange rates (1999)Nonlinear deterministic forec…Threshold nonlinearities in output: some international evidence (1998)Threshold nonlinearities in o…Forecasting tanker freight rate using neural networks (1997)Forecasting tanker freight ra…Asymmetric Economic Propagation Mechanisms (1994)Asymmetric Economic Propagati…The Behavior of Stock-Market Prices (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The Econometrics of Financial Markets (1997)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Steepness and deepness in the Australian macroeconomy (2001)Empirical exchange rate models of the seventies (1983)Nonparametric exchange rate prediction? (1990)Testing the equality of prediction mean squared errors (1997)Nearest-Neighbour Predictions in Foreign Exchange Markets (2002)25 Years of Iif Time Series Forecasting: A Selective Review (2005)An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction (2019)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Forecasting Dry Bulk Freight Index with Improved SVM (2014)A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method (2019)Artificial neural networks in freight rate forecasting (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Threshold heteroskedastic models (1994)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Some evidence of smooth transition nonlinearity in Colombian inflation (1998)Some evidence of smooth transition nonlinearity in Colombian inflation (2001)Can non-linear time series models generate US business cycle asymmetric shape? (2002)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)
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Cited by

  • 1999Nonlinear deterministic forecasting of daily dollar exchange rates70 cited
  • 1997Forecasting tanker freight rate using neural networks63 cited
  • 1998Threshold nonlinearities in output: some international evidence32 cited
  • 2021The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market24 cited
  • 2010Chaotic Processes of Common Stock Index Returns: An Empirical Examination on Istanbul Stock Exchange (ISE) Market24 cited
  • 1994Asymmetric Economic Propagation Mechanisms20 cited
  • 2014Assessing financial and housing wealth effects through the lens of a nonlinear framework13 cited
  • 2002Explaining and forecasting the euro/dollar exchange rate through a non-linear threshold model13 cited

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