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Testing Cumulative Prediction Errors in Event Study Methodology
Coutts, J.A.; Mills, T.C.; Roberts, J. - In: Journal of forecasting 14 (1995) 2, pp. 107-116
Persistent link: https://www.econbiz.de/10006940907
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Randomized Unit Root Processes for Modelling and Forecasting Financial Time Series: Theory and Applications
Leybourne, S.J.; McCabe, B.P.M.; Mills, T.C. - In: Journal of forecasting 15 (1996) 3, pp. 253
Persistent link: https://www.econbiz.de/10006928530
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Non-linear Forecasting of Financial Time Series: An Overview and Some New Models
Mills, T.C. - In: Journal of forecasting 15 (1996) 3, pp. 127-136
Persistent link: https://www.econbiz.de/10006928538
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Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew - In: Journal of forecasting 14 (1995) 2, pp. 107-115
Persistent link: https://www.econbiz.de/10001176717