| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A misspecification test for multiplicative error models of non-negative time series processes
|
Gao, Jiti
|
|
2015
|
189 |
2 |
p. 346-359
14 p.
|
article
|
| 2 |
A new hyperbolic GARCH model
|
Li, Muyi
|
|
2015
|
189 |
2 |
p. 428-436
9 p.
|
article
|
| 3 |
Asymptotic inference in multiple-threshold double autoregressive models
|
Li, Dong
|
|
2015
|
189 |
2 |
p. 415-427
13 p.
|
article
|
| 4 |
Editorial Board
|
|
|
2015
|
189 |
2 |
p. IFC-
1 p.
|
article
|
| 5 |
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
|
Asai, Manabu
|
|
2015
|
189 |
2 |
p. 251-262
12 p.
|
article
|
| 6 |
Frontiers in Time Series and Financial Econometrics: An overview
|
Ling, Shiqing
|
|
2015
|
189 |
2 |
p. 245-250
6 p.
|
article
|
| 7 |
Functional index coefficient models with variable selection
|
Cai, Zongwu
|
|
2015
|
189 |
2 |
p. 272-284
13 p.
|
article
|
| 8 |
Generalized ARMA models with martingale difference errors
|
Zheng, Tingguo
|
|
2015
|
189 |
2 |
p. 492-506
15 p.
|
article
|
| 9 |
High dimensional dynamic stochastic copula models
|
Creal, Drew D.
|
|
2015
|
189 |
2 |
p. 335-345
11 p.
|
article
|
| 10 |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
|
Chang, Jinyuan
|
|
2015
|
189 |
2 |
p. 297-312
16 p.
|
article
|
| 11 |
Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach
|
Liu, Shouwei
|
|
2015
|
189 |
2 |
p. 437-446
10 p.
|
article
|
| 12 |
LASSO estimation of threshold autoregressive models
|
Chan, Ngai Hang
|
|
2015
|
189 |
2 |
p. 285-296
12 p.
|
article
|
| 13 |
Prediction of Lévy-driven CARMA processes
|
Brockwell, Peter J.
|
|
2015
|
189 |
2 |
p. 263-271
9 p.
|
article
|
| 14 |
Quasi-likelihood estimation of a threshold diffusion process
|
Su, Fei
|
|
2015
|
189 |
2 |
p. 473-484
12 p.
|
article
|
| 15 |
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
|
Robinson, Peter M.
|
|
2015
|
189 |
2 |
p. 447-456
10 p.
|
article
|
| 16 |
Sample quantile analysis for long-memory stochastic volatility models
|
Ho, Hwai-Chung
|
|
2015
|
189 |
2 |
p. 360-370
11 p.
|
article
|
| 17 |
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
|
Chen, Min
|
|
2015
|
189 |
2 |
p. 313-320
8 p.
|
article
|
| 18 |
Specification tests of calibrated option pricing models
|
Jarrow, Robert
|
|
2015
|
189 |
2 |
p. 397-414
18 p.
|
article
|
| 19 |
Statistical inference for conditional quantiles in nonlinear time series models
|
So, Mike K.P.
|
|
2015
|
189 |
2 |
p. 457-472
16 p.
|
article
|
| 20 |
Statistical inference for panel dynamic simultaneous equations models
|
Hsiao, Cheng
|
|
2015
|
189 |
2 |
p. 383-396
14 p.
|
article
|
| 21 |
Testing for independence between functional time series
|
Horváth, Lajos
|
|
2015
|
189 |
2 |
p. 371-382
12 p.
|
article
|
| 22 |
Threshold models in time series analysis—Some reflections
|
Tong, Howell
|
|
2015
|
189 |
2 |
p. 485-491
7 p.
|
article
|
| 23 |
Toward optimal model averaging in regression models with time series errors
|
Cheng, Tzu-Chang F.
|
|
2015
|
189 |
2 |
p. 321-334
14 p.
|
article
|
Journal description