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Publisher: Elsevier

Volume 74, Number 1, 1 September 1996

Editors' introduction: Asymmetries and nonlinearities in dynamic economic models
pp. 1-2(2)
Authors: Burgess, S.; Escribano, A.; Pfann, G.

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Fractionally integrated generalized autoregressive conditional heteroskedasticity
pp. 3-30(28)
Authors: Baillie, R.T.; Bollerslev, T.; Mikkelsen, H.O.

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Closing the GARCH gap: Continuous time GARCH modeling
pp. 31-57(27)
Authors: Drost, F.C.; Werker, B.J.M.

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Testing the adequacy of smooth transition autoregressive models
pp. 59-75(17)
Authors: Eitrheim; Terasvirta, T.

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Qualitative and asymptotic performance of SNP density estimators
pp. 77-118(42)
Authors: Fenton, V.M.; Gallant, A.R.

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Impulse response analysis in nonlinear multivariate models
pp. 119-147(29)
Authors: Koop, G.; Pesaran, M.H.; Potter, S.M.

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Nonlinear interest rate dynamics and implications for the term structure
pp. 149-176(28)
Authors: Pfann, G.A.; Schotman, P.C.; Tschernig, R.

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Volume, volatility, and leverage: A dynamic analysis
pp. 177-208(32)
Authors: Tauchen, G.; Zhang, H.; Liu, M.

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