Shalini Chandra, Nityananda Sarkar
International Econometric Review
1-12
r-(k, d) class estimator, Principal component estimator, Two-parameter class estimator, Mahalanobis loss function, Risk criterion
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
International Econometric Review
Mehmet Balcilar, Esin Cakan, Zeynel Abidin Ozdemir
The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model