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GARCH, heteroscedasticity-consistent vovariance matric estimation and non-linear unit root testing
Cook, Steven - In: Applied financial economics letters 2 (2006) 4, pp. 217-222
Persistent link: https://www.econbiz.de/10003351931
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Econometric analysis of interest rate pass-through
Cook, Steven - In: Applied financial economics letters 4 (2008) 4/6, pp. 249-251
Persistent link: https://www.econbiz.de/10003807569
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Threshold adjustment in the long-run relationship between stock prices and economic activity
Cook, Steven - In: Applied financial economics letters 3 (2007) 4/6, pp. 243-246
Persistent link: https://www.econbiz.de/10003604873
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Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests
Cook, Steven - In: Applied financial economics letters 4 (2008) 1/3, pp. 59-63
Persistent link: https://www.econbiz.de/10003725321