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What is fractional integration?
Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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The dependence of pay-performance sensitivity on the size of the firm
Schaefer, Scott - In: The review of economics and statistics 80 (1998) 3, pp. 436-443
Persistent link: https://www.econbiz.de/10001245208
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Technological adaptation, cities, and new work
Lin, Jeffrey - In: The review of economics and statistics 93 (2011) 2, pp. 554-574
Persistent link: https://www.econbiz.de/10009161627
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The role of copulas in the housing crisis
Zimmer, David M. - In: The review of economics and statistics 94 (2012) 2, pp. 607-620
Persistent link: https://www.econbiz.de/10009660686
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A decomposition of global linkages in financial markets over time
Forbes, Kristin; Chinn, Menzie David - In: The review of economics and statistics 86 (2004) 3, pp. 705-722
Persistent link: https://www.econbiz.de/10002223307
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Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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Pattern-based expectations : international experimental evidence and applications in financial economics
Rötheli, Tobias F. - In: The review of economics and statistics 93 (2011) 4, pp. 1319-1330
Persistent link: https://www.econbiz.de/10009379778
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Stock market volatility and macroeconomic fundamentals
Engle, Robert F.; Ghysels, Eric; Sohn, Bumjean - In: The review of economics and statistics 95 (2013) 3, pp. 776-797
Persistent link: https://www.econbiz.de/10009793016