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~isPartOf:"Applied economics letters"
~isPartOf:"Review of environmental economics and policy"
~language:"eng"
~person:"Hatemi-J, Abdulnasser"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Hatemi-J, Abdulnasser
Phillips, Peter C. B.
Shogren, Jason F.
Gil-Alaña, Luis A.
12
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7
Cook, Steven
7
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Applied economics letters
Review of environmental economics and policy
Journal of econometrics
26
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
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Oxford bulletin of economics and statistics
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Special issue on new developments in time series econometrics
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1
Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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2
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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