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A GARCH model for testing market efficiency

Narayan, Paresh Kumar; Liu, Ruipeng; Westerlund, Joakim - In: Journal of international financial markets, … 41 (2016), pp. 121-138

Persistent link: https://www.econbiz.de/10011475947

On the estimation and testing of predictive panel regressions

Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of international financial markets, … 45 (2016), pp. 115-125

Persistent link: https://www.econbiz.de/10011690459

Estimating the speed of adjustment of leverage in the presence of interactive effects

Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of financial econometrics 20 (2022) 5, pp. 942-960

Persistent link: https://www.econbiz.de/10013460044

Common trends and common cycles in stock markets

Narayan, Paresh Kumar; Thuraisamy, Kannan Sivananthan - In: Economic modelling 35 (2013), pp. 472-476

Persistent link: https://www.econbiz.de/10010336775

Tourism Demand Modelling : Some Issues Regarding Unit Roots, Co-Integration and Diagnostic Tests

Narayan, Paresh Kumar - 2012

This paper investigates the all important issue of diagnostic tests, including unit roots and cointegration, in the tourism demand modelling literature. The origins of this study lie in the apparent lack in the tourism economics literature of detail concerning the diagnostic test aspect. Study...

Persistent link: https://www.econbiz.de/10013105096