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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Blake, David"
~person:"Caporale, Guglielmo Maria"
~person:"Diebold, Francis X."
~person:"Leybourne, Stephen James"
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Blake, David
Caporale, Guglielmo Maria
Diebold, Francis X.
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
2
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
3
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
Saved in:
4
Comparing predictive accuracy, twenty years later : a personal perspective on the use and abuse of Diebold-Mariano tests
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011389651
Saved in:
5
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
6
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
7
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
8
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
Saved in:
9
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
10
Tests for forecast encompassing
Harvey, David I.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 254-259
Persistent link: https://www.econbiz.de/10001243991
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