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JEL: C34 - Truncated and Censored Models; Switching Regression Models
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Journal Article

The U.S. Treasury Term Premia in a Low Interest Rate Regime Get access

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Maksim Isakin and Phuong V Ngo
Journal of Financial Econometrics, Volume 23, Issue 3, 2025, nbae030, https://doi.org/10.1093/jjfinec/nbae030
Published: 22 November 2024
Journal Article

A Truncated Mixture Transition Model for Interval-Valued Time Series Get access

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Yun Luo and Gloria González-Rivera
Journal of Financial Econometrics, Volume 22, Issue 4, Fall 2024, Pages 1130–1169, https://doi.org/10.1093/jjfinec/nbad022
Published: 14 August 2023
Journal Article

Geographic Dependence and Diversification in House Price Returns: The Role of Leverage Get access

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Andréas Heinen and others
Journal of Financial Econometrics, Volume 22, Issue 1, Winter 2024, Pages 297–334, https://doi.org/10.1093/jjfinec/nbac037
Published: 28 December 2022