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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of applied economics"
~isPartOf:"Journal of applied econometrics"
~person:"Banerjee, Anindya"
~person:"Beckmann, Joscha"
~person:"Cheung, Yin-Wong"
~person:"Czudaj, Robert"
~person:"Lee, Junsoo"
~person:"Rogowsky, Robert A."
~subject:"Markov-Kette"
~subject:"Share price"
~subject:"USA"
~subject:"cointegration"
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International journal of finance & economics : IJFE
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1
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
2
The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of applied economics
27
(
2013
)
4
,
pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
Saved in:
3
An empirical model of daily highs and lows
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
Saved in:
4
Quasi-fixed inputs and long-run equilibrium in production : a cointegration analysis
Kim, H. Youn
;
Lee, Junsoo
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10001557368
Saved in:
5
Does Austria respond to the German or the US business cycle?
Cheung, Yin-Wong
;
Westermann, Frank
- In:
International journal of finance & economics : IJFE
5
(
2000
)
1
,
pp. 33-42
Persistent link: https://www.econbiz.de/10001526172
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