sebastiano_manzan{?}baruch.cuny.edu: Email
+1-646-312-3408: Phone
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A Semiparametric Analysis of Gasoline Demand in the US: Re-examining the Impact of Price(with Dawit Zerom)
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Agent-based Modeling in Finance, entry for Encyclopedia of Complexity and System Science, Springer, forthcoming
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A Bootstrap-based Nonparametric Forecast Density(with Dawit Zerom), International Journal of Forecasting (2008), 24, 535-550
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Nonlinear Mean Reversion in Stock Prices, Quantitative and Qualitative Analysis in Social Sciences (2007), 1, 1-20
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Behavioral Heterogeneity in Stock Prices(with Peter Boswijk and Cars Hommes), Journal of Economic Dynamics and Control(2007), 31, 1938-1970
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Heterogeneous Expectations, Exchange Rate Dynamics and Predictability (with Frank Westerhoff), Journal of Economic Behavior and Organization(2007), 64, 111-128
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Kernel Estimation of a Partially Linear Additive Model(with Dawit Zerom), Statistics and Probability Letters(2005), 72, 313-322
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Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment(with Cars Hommes), Journal of Macroeconomics (2006), 28, 169-174
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Representativeness of News and Exchange Rate Dynamics(with Frank Westerhoff), Journal of Economic Dynamics and Control(2005), 29, 677-689
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Model Selection for Nonlinear Time Series, Empirical Economics (2004), 29, 901-920
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Does Liquidity in the FX Market depend on Volatility? (with Frank Westerhoff), Economics Bulletin (2004), 6(10)
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Tests for Serial Independence and Linearity Based on Correlation Integrals(with Cees Diks), Studies in Nonlinear Dynamics and Econometrics(2002), 6(2)