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Varieties of long memory models
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000862860
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Aspects of modelling nonlinear time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000868348
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Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy; White, Halbert; Granger, C. W. J. - 1989
Persistent link: https://www.econbiz.de/10000838876
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A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
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What are we learning about the long-run?
Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000841646
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Aggregation of time series variables : a survey
Granger, C. W. J. - 1988
Persistent link: https://www.econbiz.de/10000772057
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Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000878163
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Modelling non-linear relationships between long-memory variables
Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000878180
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Modelling nonlinear economic relationships
Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000347240
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An introduction to bilinear time series models
Granger, C. W. J.; Andersen, Allan Paul - 1978
Persistent link: https://www.econbiz.de/10000063899