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Estimating fractionally integrated time series models
Beveridge, Steve - In: Economics letters 43 (1993) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001153576
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A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
Beveridge, Steve - In: Journal of forecasting 13 (1994) 5, pp. 419-434
Persistent link: https://www.econbiz.de/10001170543
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Long memory in the Canadian stock market
Beveridge, Steve - In: Applied financial economics 7 (1997) 6, pp. 667-672
Persistent link: https://www.econbiz.de/10001240788
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Forecasting volatility with encompassing and regime dependent GARCH models
Bauer, Larry; Beveridge, Steve - In: Journal of financial management and analysis : … 18 (2005) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10003337644