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Hall, Anthony D.
10
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ECONIS (ZBW)
10
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1
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
Saved in:
2
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
;
Hautsch, Nikolaus
-
2004
Persistent link: https://www.econbiz.de/10002253924
Saved in:
3
Modelling the term structure
Pagan, Adrian R.
-
1995
-
Rev.
Persistent link: https://www.econbiz.de/10000560752
Saved in:
4
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001984297
Saved in:
5
The integrity of futures markets : the impact of price limits on futures prices
Hall, Anthony D.
;
Kofman, Paul
;
Siouclis, Anthony J.
- In:
Models of futures markets
,
(pp. 135-[167])
.
2000
Persistent link: https://www.econbiz.de/10001552917
Saved in:
6
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
7
Modeling the term structure
Pagan, Adrian R.
-
1996
Persistent link: https://www.econbiz.de/10001320267
Saved in:
8
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
9
Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem
- In:
Economics letters
4
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001051468
Saved in:
10
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
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