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	题名	作者	年代	出处	被引量
1	MCMC bayesian estimation of a skew GED stochastic volatility model显示文摘	Lubian D Raggi D	2004	Studies in Nonlinear Dynamics & Econometrics2004，18，2：	1
2	Forecasting Stock Market Volatility with Regime-switching GARCH Models 显示文摘	Marcucci J	2005	Studies in Nonlinear Dynamics & Econometrics2005，9，4：	1
3	GARCH for irregularly spaced financial data:the ACD-GARCH model 显示文摘	Ghysels Jasiak	1998	Studies in Nonlinear Dynamics and Econometrics1998，，2：	1
4	Estimation of time varying skewness and kurtosis with an application to value at risk 显示文摘	Dark J G	2010	Studies in Nonlinear Dynamics & Econometrics2010，14，2：	1
5	Common Persistent Factors in Inflation and Excess Nominal Money Growth and A New Measure of Core Inflation 显示文摘	Morana C	2002	Studies in Nonlinear Dynamics & Econometrics2002，6，3：	1
6	Inference in TAR models 显示文摘	Hansen B E	1997	Studies in Nonlinear Dynamics and Econometrics1997，2，1：	1
7	Inference in TAR Models显示文摘	Hansen B E	1997	Studies in Nonlinear Dynamics and Econometrics1997，2，01：	1
8	Index- exciting CAViaR: A new empirical time-varying risk model 显示文摘	Focardi S Fukushima Masao Lu Zudi	2010	Studies in Nonlinear Dynamics & Econometrics2010，，14：	1
9	GARCH for irregularly spaced financial data:The ACD-GARCH model显示文摘	Ghysels E Jasiak J	1997	Studies in Nonlinear Dynamics and Econometrics1997，2，：	1
10	Energy shocks and financial markets: Nonlinear linkages显示文摘	Ciner C	2001	Studies in Nonlinear Dynamics and Econometrics2001，5，3：	1
11	Time-varying betas help in asset pricing:the threshold CAPM显示文摘	Akdeniz L Altay-SalihA Caner M	2003	Studies in Nonlinear Dynamics and Econometrics2003，6，4：	1
12	The decomposition of economic relationships by time scale using wavelets:expenditure and income显示文摘	Ramsey J B Lampart C	1998	Studies in Nonlinear Dynamics & Econometrics1998，3，1：	1
13	The relationship between financial variables and real economic activity:evidence from spectral and wavelet analysis显示文摘	Kim S Francis H I	2003	Studies in Nonlinear Dynamics & Econometrics2003，7，4：	1
14	Alternative estimators of long-range dependence显示文摘	Fernandez V	2011	Studies in Nonlinear Dynamics Econometrics2011，15，2：	1
15	A random walk or colour chaos on the stock market? lime-frequency analysis of S&P index显示文摘	Chen P	1996	Studies in Nonlinear Dynamics & Econometrics1996，，2：	1
16	Nonlinear Impacts of international business cycles on the UK: a bayesian smooth transition VAR ap- proach 显示文摘	Gefang D Strachan R	2010	Studies in Nonlinear Dynamic s and Econometric s2010，14，1：	1
17	A random walk or color chaos on the stock market? Time-frequency analysis of S-P index显示文摘	Chen P	1996	Studies in Nonlinear Dynamics - Econometrics1996，1，2：	1
18	EVIM:A Software Package for Extreme Value Analysis in MATLAB显示文摘	R Gencay F Seluck A Ulugulyagci	2001	Studies in Nonlinear Dynamics & Econometrics2001，5，3：	1
19	A Practitioner's Guide tO Lag Order Selection for VAR Impulse Response Analysis显示文摘	Ivanov V Kilian L	2005	Studies in Nonlinear Dynamics and Econometrics2005，9，1：	1
20	A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle显示文摘	Michael D Boldin	1996	Studies in Nonlinear Dynamics & Econometrics1996，1，1：	1

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