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Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios; Louka, Alexandros - In: Economics letters 161 (2017), pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
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A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard - In: Economics letters 133 (2015), pp. 14-18
Persistent link: https://www.econbiz.de/10011431805
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Adaptive market hypothesis and evolving predictability of bitcoin
Khuntia, Sashikanta; Pattanayak, Jamini Kanta - In: Economics letters 167 (2018), pp. 26-28
Persistent link: https://www.econbiz.de/10012015764
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A martingale-difference-divergence-based test for specification
Su, Liangjun; Zheng, Xin - In: Economics letters 156 (2017), pp. 162-167
Persistent link: https://www.econbiz.de/10011822395
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Theory of tax smoothing in the small open economy
Fisher, Lance A.; Kingston, Geoffrey H. - In: Economics letters 85 (2004) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10002215310
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On conditions in central limit theorems for martingale difference arrays
Alj, Abdelkamel; Azrak, Rajae; Mélard, Guy - In: Economics letters 123 (2014) 3, pp. 305-307
Persistent link: https://www.econbiz.de/10010401333
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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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Stochastic processes and target zones revisited
Beladi, Hamid; Chakrabarti, Avik - In: Economics letters 116 (2012) 1, pp. 34-36
Persistent link: https://www.econbiz.de/10009632801
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Measurement error and the profitability of interventions : a closer look at SNB transactions data
Fischer, Andreas M. - In: Economics letters 81 (2003) 1, pp. 137-142
Persistent link: https://www.econbiz.de/10001796467
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How to devalue exchange rates, without building up reserves : strategic theory for central banking
Basu, Kaushik - In: Economics letters 117 (2012) 3, pp. 758-761
Persistent link: https://www.econbiz.de/10009680684