Ivan Paya

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the predictions of cumulative prospect theory for third and fourth order risk preferences Theory and Decision	2023-08-22	Paper
Temporal aggregation of random walk processes and implications for economic analysis Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation Quantitative Finance	2019-09-26	Paper
Forecast evaluation of nonlinear models: the case of long-span real exchange rates Journal of Forecasting	2018-10-11	Paper
scientific article; zbMATH DE number 6858228 (Why is no real title available?)	2018-04-11	Paper
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation Economics Letters	2017-06-09	Paper
Deterministic impulse response in a nonlinear model. An analytical expression Economics Letters	2013-01-28	Paper
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation Economics Letters	2013-01-07	Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty Economics Letters	2012-07-13	Paper
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper

Research outcomes over time

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