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~person:"Granger, C. W. J."
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Granger, C. W. J.
Gil-Alaña, Luis A.
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ECONIS (ZBW)
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1
Varieties of long memory models
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000862860
Saved in:
2
Aspects of modelling nonlinear time series
Teräsvirta, Timo
;
Tjostheim, Dag
;
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000868348
Saved in:
3
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
Saved in:
4
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
Saved in:
5
What are we learning about the long-run?
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000841646
Saved in:
6
Aggregation of time series variables : a survey
Granger, C. W. J.
-
1988
Persistent link: https://www.econbiz.de/10000772057
Saved in:
7
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000878163
Saved in:
8
Modelling non-linear relationships between long-memory variables
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000878180
Saved in:
9
Modelling nonlinear economic relationships
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000347240
Saved in:
10
An introduction to bilinear time series models
Granger, C. W. J.
;
Andersen, Allan Paul
-
1978
Persistent link: https://www.econbiz.de/10000063899
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