Details about David NETO
Access statistics for papers by David NETO.
Last updated 2018-06-05. Update your information in the RePEc Author Service.
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- Extracting volatility signal using maximum a posteriori estimation
Physica A: Statistical Mechanics and its Applications, 2016, 461, (C), 788-794
- Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank?s monetary policy strategy
International Economics, 2015, (144), 83-94
Also in International Economics, 2015, 144, (C), 83-94 (2015)
- Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Empirical Economics, 2015, 49, (3), 909-928
- The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Economics Letters, 2014, 125, (2), 208-211 View citations (1)
- Tocilizumab in the Treatment of Rheumatoid Arthritis: A Cost-Effectiveness Analysis in the UK
PharmacoEconomics, 2014, 32, (8), 775-787 View citations (2)
- Moments structure of ℓ 1 -stochastic volatility models
Quality & Quantity: International Journal of Methodology, 2012, 46, (6), 1947-1952
- Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates
Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 180-202 View citations (9)
- Testing and estimating time-varying elasticities of Swiss gasoline demand
Energy Economics, 2012, 34, (6), 1755-1762 View citations (9)
- Testing the ‘Inaction Corridor’ in a Three‐Regime Threshold Error Correction Model with an Application to a Buffer‐Stock Model for US Money Demand
Economic Notes, 2011, 40, (1-2), 29-43 View citations (1)
- Dépendance non-monotone: Une application à la relation rendement-volume
Annals of Economics and Statistics, 2006, (82), 187-216
- Equity market interdependence: the relationship between European and US stock markets
Financial Stability Review, 2004, (4), 108-126 View citations (5)
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