Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010
Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics – 2010
Paya I. and D. Peel
Journal of Futures Markets – 2011
Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012
Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance – 2013
Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017
Lowe, M., C. Papageorgiou and F. Perez
Economica – 2019
Battaglia, M., and N. Pallarés
Population and Development Review – 2020
Carnero, M.A. and A. Perez
Energy Economics – 2019
Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020
Universidad de procedencia: Vietnam National University (Vietnam)
Año de admisión: 2019
email: qnv1@alu.ua.es
Desp.: 0031PS042
Ext.: 2144