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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001854503
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam; Anderson, Heather M.; Snyder, Ralph D. - 2006
Persistent link: https://www.econbiz.de/10003365301
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Sectoral employment dynamics in Australia
Anderson, Heather M.; Caggiano, Giovanni; Vahid, Farshid; … - 2020
Persistent link: https://www.econbiz.de/10012607689