Econometric Reviews
Collection
Collection
- ISSN: 07474938
Published by Taylor and Francis
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January 1995
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Alternative transformations to eliminate fixed effects Article
Econometric Reviews, 205-211.January 1995
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A vector of quarters representation for bivariate time series Article
Econometric Reviews, 55-63.January 1995
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On trends and constants in periodic autoregressions Article
Econometric Reviews, 271-286.January 1999 -
Smooth transition autoregressive models - a survey of recent developments Article
Econometric Reviews, 1-47.D.J.C. van Dijk (Dick), T. Terasvirta and Ph.H.B.F. Franses (Philip Hans)
January 2002 -
A range-based multivariate stochastic volatility model for exchange rates Article
Econometric Reviews, 25(2-3), 409-424.September 2006 -
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? Article
Econometric Reviews, 27(1-3), 199-229.M.D. de Pooter (Michiel), M.P.E. Martens (Martin) and D.J.C. van Dijk (Dick)
January 2008 -
A Generalized Dynamic Conditional Correlation Model: simulation and application to may assets Article
Econometric Reviews, 28(6), 612-631.November 2009