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A simple IID test for autoregressive conditional duration models
Yang, Wei; Chen, Fei - In: Applied economics letters 23 (2016) 13/15, pp. 1026-1028
Persistent link: https://www.econbiz.de/10011629494
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Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna; Beissinger, Thomas - In: Applied economics letters 23 (2016) 16/18, pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
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Testing for asymmetric price stickiness using NZ business opinion data : a bootstrap aproach
Balcombe, Kelvin G.; McDermott, C. John - In: Applied economics letters 10 (2003) 15, pp. 955-958
Persistent link: https://www.econbiz.de/10001876652
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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Sustainability of current accounts : evidence from the quantile unit-root test
Kuo, Chen-Yin - In: Applied economics letters 23 (2016) 10/12, pp. 747-755
Persistent link: https://www.econbiz.de/10011628492
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On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process : a further note
Lim, Kian-Ping; Brooks, Robert - In: Applied economics letters 16 (2009) 4/6, pp. 649-652
Persistent link: https://www.econbiz.de/10003842992
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt; Wilfling, Bernd - In: Applied economics letters 25 (2018) 15, pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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Rational bubbles in the US stock market? : further evidence from a nonparametric cointegration test
Chang, Tsangyao; Chiu, Chi-chen; Nieh, Chien-chung - In: Applied economics letters 14 (2007) 7/9, pp. 517-521
Persistent link: https://www.econbiz.de/10003512167
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Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied economics letters 17 (2010) 10/12, pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
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A simple specification test for conditional moment restrictions
Lee, Wei-ming - In: Applied economics letters 14 (2007) 10/12, pp. 839-843
Persistent link: https://www.econbiz.de/10003589440