Advanced Search
MyIDEAS: Login to save this article or follow this journal

Introduction

Contents:

Author Info

  • John Davis

Abstract

No abstract is available for this item.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.tandfonline.com/doi/abs/10.1080/13501780500223510
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Bibliographic Info

Article provided by Taylor & Francis Journals in its journal Journal of Economic Methodology.

Volume (Year): 12 (2005)
Issue (Month): 3 ()
Pages: 361-361

as in new window
Handle: RePEc:taf:jecmet:v:12:y:2005:i:3:p:361-361

Contact details of provider:
Web page: http://www.tandfonline.com/RJEC20

Order Information:
Web: http://www.tandfonline.com/pricing/journal/RJEC20

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Ronaldo Dias & Nancy Garcia & Adriano Zambom, 2012. "Monte Carlo algorithm for trajectory optimization based on Markovian readings," Computational Optimization and Applications, Springer, vol. 51(1), pages 305-321, January.
  2. Khurshid Kiani, 2011. "Fluctuations in Economic and Activity and Stabilization Policies in the CIS," Computational Economics, Society for Computational Economics, vol. 37(2), pages 193-220, February.
  3. Zanzig, Blair & Moss, Charles B. & Schmitz, Andrew, 1997. "Natural Disasters and the Yield Curve of Florida Valencias," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35827, Western Agricultural Economics Association.
  4. Argimiro Arratia & Alejandra Caba\~na, 2011. "Tracing the temporal evolution of clusters in a financial stock market," Papers 1111.3127, arXiv.org.
  5. Diana Bílková, 2012. "Recent Development of the Wage and Income Distribution in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2012(2), pages 233-250.
  6. Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, . "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers 2010-13, School of Economics and Management, University of Aarhus.
  7. Roger Jowell & Gillian Eva, 2009. "Happiness is not Enough: Cognitive Judgements as Indicators of National Wellbeing," Social Indicators Research, Springer, vol. 91(3), pages 317-328, May.
  8. Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
  9. BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," CORE Discussion Papers 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Muhammad Raza & Omar Hussain & Farookh Hussain & Elizabeth Chang, 2011. "Maturity, distance and density (MD 2) metrics for optimizing trust prediction for business intelligence," Journal of Global Optimization, Springer, vol. 51(2), pages 285-300, October.
  11. Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec, 2011. "Modeling Stock Market Indexes With Copula Functions," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(2), pages 1-16, August.
  12. Ray Yeutien Chou & Chun-Chou Wu & Yi-Nung yang, 2012. "The euro's impacts on the smooth transition dynamics of stock market volatilities," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 169-179, May.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:taf:jecmet:v:12:y:2005:i:3:p:361-361. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.