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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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2
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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3
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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4
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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Why do dividend yields forecast stock returns?
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924239
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6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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7
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
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1993
Persistent link: https://www.econbiz.de/10000891418
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8
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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9
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
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1996
Persistent link: https://www.econbiz.de/10000930373
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A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
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1996
Persistent link: https://www.econbiz.de/10000945555
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