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Caporale, Guglielmo Maria
Ash, Eve
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10004864709
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2
Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2004
Persistent link: https://www.econbiz.de/10004864712
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3
Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2004
Persistent link: https://www.econbiz.de/10004444959
Saved in:
4
Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria
;
Cerrato, Mario
-
2004
Persistent link: https://www.econbiz.de/10004864767
Saved in:
5
Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas
;
Caporale, Guglielmo Maria
;
Pittis, …
-
2004
Persistent link: https://www.econbiz.de/10004864756
Saved in:
6
Robustness of the CUSUM and CUSUM of squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2004
Persistent link: https://www.econbiz.de/10004864783
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