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Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif; Riaz, Nimra - In: International journal of monetary economics and finance … 13 (2020) 2, pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
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Examination of the predictability of BDI and VIX : a threshold approach
Bildirici, Melike; Ersin, Özgür Ömer; Onat, Işil Şahin - In: International journal of transport economics : IJTE 46 (2019) 3, pp. 9-28
Persistent link: https://www.econbiz.de/10012136039
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2018 - Corrected publication 2021
-- Chapter 4: Unit Root and Stationarity Tests -- Chapter 5: Structural Breaks and Non-Stationairty -- Chapter 6: ARCH, GARCH and …
Persistent link: https://www.econbiz.de/10012397044
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Time Series Econometrics : Learning Through Replication
Levendis, John D. - 2023 - 2nd ed. 2023.
-stationarity and ARIMA(p,d,q) processes -- Seasonal ARMA(p,q) processe -- Unit root tests -- Structural Breaks -- ARCH, GARCH and Time …
Persistent link: https://www.econbiz.de/10014443465
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Time series econometrics : learning through replication
Levendis, John D. - 2018
Persistent link: https://www.econbiz.de/10011897703
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Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system
Braga, Diogo; Calmon, Wilson - In: RAIRO / Operations research 51 (2017) 2, pp. 469-483
Persistent link: https://www.econbiz.de/10011776764
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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On identifying structural VAR models via ARCH effects
Milunovich, George; Yang, Minxian - In: Journal of time series econometrics 5 (2013) 2, pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
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Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab - In: Journal of mathematical finance 6 (2016) 1, pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
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Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan; Kumari, Swati; Song, Suyong - In: Finance research letters 12 (2015), pp. 92-99
Persistent link: https://www.econbiz.de/10011552261