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VARs, cointegration and common cycle restrictions
Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008662304
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Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin; Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008657960
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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002848638
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001854503
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The decline in income growth volatility in the United States : evidence from regional data
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001892127
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Sectoral employment dynamics in Australia
Anderson, Heather M.; Caggiano, Giovanni; Vahid, Farshid; … - 2020
Persistent link: https://www.econbiz.de/10012607689
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Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin; Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008661656
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Financial integration and the construction of historical financial data for the euro area
Anderson, Heather M.; Dungey, Mardi H.; Osborn, Denise R.; … - 2010
Persistent link: https://www.econbiz.de/10008810608
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Sectoral employment dynamics in Australia
Anderson, Heather M.; Caggiano, Giovanni; Vahid, Farshid; … - 2020
Persistent link: https://www.econbiz.de/10012225234