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Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models
Hatemi-J, Abdulnasser - In: Applied economics letters 15 (2008) 4/6, pp. 239-243
Persistent link: https://www.econbiz.de/10003727223
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Shocking! : do forecasters share a common belief?
Döpke, Jörg; Fritsche, Ulrich - In: Applied economics letters 15 (2008) 4/6, pp. 355-358
Persistent link: https://www.econbiz.de/10003727342
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A distribution-free test for symmetry with an application to S&P index returns
Asai, Manabu; Dashzeveg, Ulziijargal - In: Applied economics letters 15 (2008) 4/6, pp. 461-464
Persistent link: https://www.econbiz.de/10003727479
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Mimicking portfolios, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368
Persistent link: https://www.econbiz.de/10003754195
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Composite forecasting : an integrated approach and optimality reconsidered
Phillips, Robert F. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 3, pp. 389-395
Persistent link: https://www.econbiz.de/10003652066
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A quantitative analysis of cost-push shocks and optimal inflation volatility
Senay, Özge; Sutherland, Alan - In: Applied economics letters 15 (2008) 10/12, pp. 753-757
Persistent link: https://www.econbiz.de/10003785551
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On the size of the DF-GLS test
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 10/12, pp. 777-780
Persistent link: https://www.econbiz.de/10003785629
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A new robust sign test for cointegration
Oh, Yujin; So, Beong Soo - In: Applied economics letters 15 (2008) 10/12, pp. 971-974
Persistent link: https://www.econbiz.de/10003785993
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
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On the validity of conventional statistical tests given evidence of non-synchronous trading and non-linear dynamics in returns generating process
Saadi, Samir; Gandhi, Devinder K.; ElMawazini, Khaled - In: Applied economics letters 13 (2006) 5, pp. 301-305
Persistent link: https://www.econbiz.de/10003320434