Journal of Time Series Analysis

Table of Contents

Volume 39 Issue 6 (November 2018)


Issue Information

Issue Information

  • Author:
  • Pub Online: Oct 05, 2018
  • DOI: 10.1111/jtsa.12263 (p 811-812)


Editorial Announcement

  • Author: Robert Taylor
  • Pub Online: Sep 12, 2018
  • DOI: 10.1111/jtsa.12429 (p 813-813)


Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction

  • Author: Stephen Leybourne, Robert Taylor
  • Pub Online: Sep 09, 2018
  • DOI: 10.1111/jtsa.12428 (p 814-815)

Special Issue

Unit Root Testing with Unstable Volatility

  • Author: Brendan K. Beare
  • Pub Online: Dec 21, 2017
  • DOI: 10.1111/jtsa.12279 (p 816-835)

Testing the CVAR in the Fractional CVAR Model

  • Author: Søren Johansen, Morten Ørregaard Nielsen
  • Pub Online: Apr 19, 2018
  • DOI: 10.1111/jtsa.12300 (p 836-849)

Confidence Sets for the Date of a Structural Change at the End of a Sample

  • Author: Eiji Kurozumi
  • Pub Online: May 02, 2018
  • DOI: 10.1111/jtsa.12404 (p 850-862)

Real‐Time Monitoring for Explosive Financial Bubbles

  • Author: Sam Astill, David I. Harvey, Stephen J. Leybourne, Robert Sollis, A. M. Robert Taylor
  • Pub Online: Jul 19, 2018
  • DOI: 10.1111/jtsa.12409 (p 863-891)

Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity

  • Author: Stelios Arvanitis, Tassos Magdalinos
  • Pub Online: Jul 01, 2018
  • DOI: 10.1111/jtsa.12410 (p 892-908)

Modeling the Interactions between Volatility and Returns using EGARCH‐M

  • Author: Andrew Harvey, Rutger‐Jan Lange
  • Pub Online: Jul 29, 2018
  • DOI: 10.1111/jtsa.12419 (p 909-919)

The Fixed Volatility Bootstrap for a Class of Arch( q ) Models

  • Author: Giuseppe Cavaliere, Rasmus Søndergaard Pedersen, Anders Rahbek
  • Pub Online: Aug 05, 2018
  • DOI: 10.1111/jtsa.12421 (p 920-941)

Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics

  • Author: Rickard Sandberg
  • Pub Online: Aug 14, 2018
  • DOI: 10.1111/jtsa.12424 (p 942-952)

On the Comparison of Interval Forecasts

  • Author: Ross Askanazi, Francis X. Diebold, Frank Schorfheide, Minchul Shin
  • Pub Online: Sep 09, 2018
  • DOI: 10.1111/jtsa.12426 (p 953-965)

Change Detection and the Causal Impact of the Yield Curve

  • Author: Shuping Shi, Peter C. B. Phillips, Stan Hurn
  • Pub Online: Sep 09, 2018
  • DOI: 10.1111/jtsa.12427 (p 966-987)

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