Narrow search
Showing 1 - 5 of 5
Cover Image
Discrete Fourier Transform filters as business cycle extraction tools : an investigation of cycle extraction properties and applicability of 'Gibbs' Effect
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714012
Cover Image
An investigation of the cycle extraction properties of several bandpass filters used to identify business cycles
Hinich, Melvin J. (contributor); Foster, John (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003714016
Cover Image
The use of trimming to improve the performance of tests for nonlinear serial dependence with application to the Australian national electricity market
Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714105
Cover Image
Are daily and weekly load and spot price dynamics in Australia's national electricity market governed by episodic nonlinearity?
Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714111
Cover Image
Testing for the existence of a generalized Wiener process : the case of stock prices
Hinich, Melvin J.; Wild, Phillip; Foster, John - 2010
In this article, we present two nonparametric trispectrum based tests for testing the hypothesis that an observed time series was generated by what we call a generalized Wiener process (GWP). Assuming the existence of a Weiner process for asset rates of return is critical to the Black- Scholes...
Persistent link: https://www.econbiz.de/10008668224