( en | de | ru )

 

Disambiguation of "Spanos, Aris"

Author of the publication

copydeleteadd this publication to your clipboard
Modeling exchange rate dynamics: Non-linear dependence and thick tails

, , and . Econometric Reviews, 12 (1): 33--63 (1993)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Gerasimos Spanos

Pol Spanos

Reinhold Aris

Peter Spanos

Emmanouil Spanos

 

Other publications of authors with the same name

The problem of near-multicollinearity revisited: erratic vs systematic volatility, and . Journal of Econometrics, 108 (2): 365--393 (June 2002)Advances in Econometrics, and . Volume 20, Part 1, chapter The Student's t Dynamic Linear Regression: Re-examining Volatility Modeling, page 289--319. JAI, (2006)Statistical Adequacy and the Testing of Trend Versus Difference Stationarity, and . Econometric Reviews, 22 (3): 217--237 (2003)The simultaneous-equations model revisited : Statistical adequacy and identification. Journal of Econometrics, 44 (1-2): 87--105 (00 1990)A frequentist interpretation of probability for model-based inductive inference.. Synthese, 190 (9): 1555-1585 (2013)On normality and the linear regression model. Econometric Reviews, 14 (2): 195--203 (1995)Probability theory and statistical inference. Cambridge Univ. Press, Cambridge u.a., 1. publ edition, (1999)Error autocorrelation revisited: the AR(1) case. Econometric Reviews, 6 (2): 285--294 (1987)On Modelling Speculative Prices: The Empirical Literature, , and . Journal of Economic Surveys, 15 (2): 187--220 (91 04 2001)doi: 10.1111/1467-6419.00136.On theory testing in econometrics : Modeling with nonexperimental data. Journal of Econometrics, 67 (1): 189--226 (May 1995)