Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study
Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013
Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013
Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance – 2013
Naraidoo R. and I. Paya
International Journal of Forecasting – 2012
Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012
Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012
Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011
Paya I. and D. Peel
Journal of Futures Markets – 2011
Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010
Beviá C., and L. Corchón
Economic Theory – 2019
Perez-Sebastian F. and O. Raveh
Canadian Journal of Economics – 2019