Sebastiano Manzan
Sebastiano Manzan
Department of Economics & Finance, Baruch College
Adresse e-mail validée de baruch.cuny.edu - Page d'accueil
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Behavioral heterogeneity in stock prices
HP Boswijk, CH Hommes, S Manzan
Journal of Economic dynamics and control 31 (6), 1938-1970, 2007
5302007
Heterogeneous expectations, exchange rate dynamics and predictability
S Manzan, FH Westerhoff
Journal of economic behavior & Organization 64 (1), 111-128, 2007
1382007
Representativeness of news and exchange rate dynamics
S Manzan, F Westerhoff
Journal of Economic Dynamics and Control 29 (4), 677-689, 2005
802005
Kernel estimation of a partially linear additive model
S Manzan, D Zerom
Statistics & Probability Letters 72 (4), 313-322, 2005
442005
Tests for serial independence and linearity based on correlation integrals
C Diks, S Manzan
Studies in Nonlinear Dynamics & Econometrics 6 (2), 2002
442002
Nonlinear mean reversion in stock prices
S Manzan
Quantitative and Qualitative Analysis in Social Sciences 1 (3), 1-20, 2007
392007
Comments on “Testing for nonlinear structure and chaos in economic time series”
CH Hommes, S Manzan
Journal of Macroeconomics 28 (1), 169-174, 2006
332006
Forecasting the distribution of economic variables in a data-rich environment
S Manzan
Journal of Business & Economic Statistics 33 (1), 144-164, 2015
322015
A semiparametric analysis of gasoline demand in the United States reexamining the impact of price
S Manzan, D Zerom
Econometric Reviews 29 (4), 439-468, 2010
30*2010
Are macroeconomic variables useful for forecasting the distribution of US inflation?
S Manzan, D Zerom
International Journal of Forecasting 29 (3), 469-478, 2013
28*2013
Asymmetric quantile persistence and predictability: the case of US inflation
S Manzan, D Zerom
Oxford Bulletin of Economics and Statistics 77 (2), 297-318, 2015
232015
Differential interpretation in the Survey of Professional Forecasters
S Manzan
Journal of money, Credit and Banking 43 (5), 993-1017, 2011
232011
Essays in nonlinear economic dynamics
S Manzan
integration 3 (3), 119-140, 2003
232003
Forecasting the return distribution using high-frequency volatility measures
J Hua, S Manzan
Journal of Banking & Finance 37 (11), 4381-4403, 2013
222013
A bootstrap-based non-parametric forecast density
S Manzan, D Zerom
International Journal of Forecasting 24 (3), 535-550, 2008
132008
Testing for nonlinear structure and chaos in economic time series: a comment
CH Hommes, S Manzan
Journal of Macroeconomics 62, 311-337, 2005
122005
Agent based modeling in finance
S Manzan
Encyclopedia of Complexity and Systems Science. Springer New York, 3374-3388, 2009
7*2009
Are Professional Forecasters Bayesian?
S Manzan
Journal of Economic Dynamics and Control, 2020
62020
Model selection for nonlinear time series
S Manzan
Empirical Economics 29 (4), 901-920, 2004
52004
Forecasting loan default in europe with machine learning
L Barbaglia, S Manzan, E Tosetti
Available at SSRN 3605449, 2020
22020
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