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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Breunig, Robert"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"Estimation"
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Newbold, Paul
Breunig, Robert
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Chan, Joshua
12
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6
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ECONIS (ZBW)
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1
Risk aversion among Australian households
Breunig, Robert
;
Freestone, Owen
-
2019
Persistent link: https://www.econbiz.de/10012223777
Saved in:
2
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
3
Inequality or poverty : which is bad for growth?
Breunig, Robert
;
Majeed, Omer
-
2016
Persistent link: https://www.econbiz.de/10011756279
Saved in:
4
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
5
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
6
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
7
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
8
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
9
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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