The following pages link to Ivan Paya (Q433178):
Displayed 12 items.
- On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181) (← links)
- (Q529714) (redirect page) (← links)
- Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation (Q529715) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Deterministic impulse response in a nonlinear model. An analytical expression (Q1934061) (← links)
- Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
- Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (Q3574770) (← links)
- (Q4634714) (← links)
- Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates (Q4687289) (← links)
- Flexible distribution functions, higher-order preferences and optimal portfolio allocation (Q5234321) (← links)
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (Q5881695) (← links)
- On the predictions of cumulative prospect theory for third and fourth order risk preferences (Q6176322) (← links)