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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael - 1995
Persistent link: https://www.econbiz.de/10000924235
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Why do regime switching models forecast so badly?
Dacco, Roberto; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924258
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
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Consumption, financial liberalisation and income shocks : what can we learn from the UK?
Miles, David - 1993
Persistent link: https://www.econbiz.de/10000932126
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524