|Terminal Degree:||Departamento de Economía; Universidad Carlos III de Madrid (from RePEc Genealogy)|
Departament d'Economia Reus, Spain
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona
: 977 75 98 00
977 75 98 10
Avda. de la Universitat,1 - 43204 Reus (Tarragona)
RePEc:edi:deurves (more details at EDIRC)
Research outputJump to: Articles
- Gonzalo, Jesus & Martinez, Oscar, 2006. "Large shocks vs. small shocks. (Or does size matter? May be so.)," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 311-347.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Gonzalo, Jesus & Martinez, Oscar, 2006.
"Large shocks vs. small shocks. (Or does size matter? May be so.),"
Journal of Econometrics,
Elsevier, vol. 135(1-2), pages 311-347.
- Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013. "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 668-699.
- Taştan, Hüseyin, 2011. "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper 34302, University Library of Munich, Germany.
- Martinez, O. & Olmo, J., 2008.
"A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences,"
08/08, Department of Economics, City University London.
- Martinez Oscar & Olmo Jose, 2012. "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-39, September.
- Martínez Ibáñez, Oscar & Olmo, José, 2008. "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers 2072/5361, Universitat Rovira i Virgili, Department of Economics.
- Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017. "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 69-81.
- Gloria GonzÃ¡lez-Rivera & Tae-Hwy Lee, 2007. "Nonlinear Time Series in Financial Forecasting," Working Papers 200803, University of California at Riverside, Department of Economics, revised Feb 2008.
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