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TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
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TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (2014)TIME IRREVERSIBLE COPULA-BASED MARKOV MOD…The New Palgrave Dictionary of Economics (2016)The New Palgrave Dictionary o…Causes and Consequences of the Oil Shock of 2007–08 (2009)Causes and Consequences of th…Causes and Consequences of the Oil Shock of 2007-08 (2009)Causes and Consequences of th…Estimation of copula-based semiparametric time series models (2005)Estimation of copula-based se…Prices Rise Faster than They Fall (2000)Prices Rise Faster than They …An Introduction to Copulas (1999)An Introduction to CopulasCopulas and Markov processes (1992)Copulas and Markov processesA Theory of Dynamic Oligopoly, II: Price Competition, Kinked Demand Curves, and Edgeworth Cycles (1988)A Theory of Dynamic Oligopoly…The American Business Cycle: Continuity and Change. (1987)The American Business Cycle: …The American Business Cycle (1986)The American Business CycleGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Are Economic Time Series Asymmetric over the Business Cycle? (1984)Are Economic Time Series Asym…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The Economics of Exhaustible Resources (1931)Oil and the Macroeconomy since World War II (1983)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Oil Price Uncertainty (2010)Oil prices, exchange rates and emerging stock markets (2011)Speculators, commodities and cross-market linkages (2013)The General Theory of Employment (1937)Short-run equilibrium dynamics of unemployment vacancies, and real wages (1985)Rational-expectations econometric analysis of changes in regime (1988)Detrending and business cycle facts (1998)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)New Evidence on Asymmetric Gasoline Price Responses (2003)Asymmetric Price Transmission: A Survey (2004)Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Introduction: epistemic communities and international policy coordination (1992)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Financialization of Commodity Markets (2013)Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks (2019)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
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  • 2009Causes and Consequences of the Oil Shock of 2007–081,101 cited
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1992
Copulas and Markov processes
335 cited

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