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~isPartOf:"Journal of development economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"eng"
~person:"Bai, Jushan"
~person:"Jayne, Thomas S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Autoregression"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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Bai, Jushan
Jayne, Thomas S.
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Phillips, Peter C. B.
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Journal of development economics
Journal of econometrics
Pacific-Basin finance journal
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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2
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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