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Publicly Available Published by De Gruyter June 30, 2022

Frontmatter

From the journal Studies in Nonlinear Dynamics & Econometrics
https://doi.org/10.1515/snde-2022-frontmatter3
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Published Online: 2022-06-30

©2022 Walter de Gruyter GmbH, Berlin/Boston

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From the journal
Studies in Nonlinear Dynamics & Econometrics
Studies in Nonlinear Dynamics & Econometrics
Volume 26 Issue 3
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Articles in the same Issue

Frontmatter
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Multivariate Markov-switching score-driven models: an application to the global crude oil market
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Regulated seasonal unit root process
Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration
Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model
The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?
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