Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10000936487
Persistent link: https://www.econbiz.de/10000959376
Persistent link: https://www.econbiz.de/10000961237
Persistent link: https://www.econbiz.de/10000928598
Persistent link: https://www.econbiz.de/10000984252
In this note, we consider the contradiction between the fact that the best fit for the UK consumption data in Davidson et al. (1978) is obtained using an equation with an intercept but without an error correction term, whereas the equation with error correction and without the intercept has...
Persistent link: https://www.econbiz.de/10001714625
Persistent link: https://www.econbiz.de/10000958083
Persistent link: https://www.econbiz.de/10000958392
; Dynamic conditional correlation ; Return comovement ; Volatility model evaluation …
Persistent link: https://www.econbiz.de/10002570445
Persistent link: https://www.econbiz.de/10000984774