Most Popular Papers *
Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
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A Component GARCH Model with Time Varying Weights
Luc Bauwens and Giuseppe Storti
Nonlinearity between Inequality and Growth
Shu-Chin Lin, Ho-Chuan Huang, Dong-Hyeon Kim, and Chih-Chuan Yeh
Testing for Conditional Heteroscedasticity in the Components of Inflation
Carmen Broto and Esther Ruiz
Discovering Hidden Structures Using Mixture Models: Application to Nonlinear Time Series Processes
Babak Shahbaba
Modelling Good and Bad Volatility
Matteo M. Pelagatti
The Nonlinear Dynamics of Foreign Reserves and Currency Crises
Terence T. L. Chong, Qing He, and Melvin J. Hinich
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» Updated as of 11/07/09.