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The distributional properties of shocks to a fractional I (d) process having a marginal exponential distribution
Granger, C. W. J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10001621591
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Special issue: A tribute to Sir Clive Granger
Taylor, Mark P. (contributor); Granger, C. W. J. (honouree) - In: Applied financial economics 21 (2011) 1/3, pp. 1-117
Persistent link: https://www.econbiz.de/10009124694
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Conference keynote: the Applied Economics journals : a personal reflection
Granger, C. W. J. - In: Applied financial economics 21 (2011) 1/3, pp. 3-5
Persistent link: https://www.econbiz.de/10009124691
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The effect of the Asian financial crisis on the performance of Korean nationwide banks
Jeon, Yongil; Miller, Stephen M. - In: Applied financial economics 14 (2004) 5, pp. 351-360
Persistent link: https://www.econbiz.de/10001939601
Cover Image
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
Granger, Clive W.J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10007668100
Cover Image
The effect of the Asian financial crisis on the performance of Korean nationwide banks
Jeon, Yongil; Miller, Stephen M. - In: Applied financial economics 14 (2004) 5, pp. 351-360
Persistent link: https://www.econbiz.de/10007650947
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The Applied Economics journals: a personal reflection
Granger, Clive - In: Applied financial economics 21 (2011) 1, pp. 3-6
Persistent link: https://www.econbiz.de/10008768327