Ivan Paya

Available identifiers

Publication	Date of Publication	Type
On the predictions of cumulative prospect theory for third and fourth order risk preferences	2023-08-22	Paper
Temporal aggregation of random walk processes and implications for economic analysis	2023-04-17	Paper
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study	2023-03-13	Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation	2019-09-26	Paper
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates	2018-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4634714	2018-04-11	Paper
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation	2017-06-09	Paper
Deterministic impulse response in a nonlinear model. An analytical expression	2013-01-28	Paper
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation	2013-01-07	Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty	2012-07-13	Paper
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form	2010-07-02	Paper

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