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Testing Downside Risk Efficien...
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ECONIS (ZBW)
RePEc
132
OLC EcoSci
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1
Estimation of long run equilibrium relationships and common long memory components in cointegrated systems
Gonzalo, Jesús
-
1991
Persistent link: https://www.econbiz.de/10000866008
Saved in:
2
Testing for multicointegration
Engsted, Tom
;
Gonzalo, Jesús
;
Haldrup, Niels
-
1997
Persistent link: https://www.econbiz.de/10000956058
Saved in:
3
Permanent and transitory components of GDP and stock prices : further analysis
Gonzalo, Jesús
;
Lee, Tae-hwy
;
Yang, Weiping
- In:
Macroeconomics and finance in emerging market economies
1
(
2008
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10003766083
Saved in:
4
Testing downside risk efficiency under market distress
Gonzalo, Jesús
(
contributor
);
Olmo, Jose
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774249
Saved in:
5
What is what? : A simple time-domain test of long-memory vs. structural breaks
Dolado, Juan J.
(
contributor
);
Gonzalo, Jesús
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331904
Saved in:
6
Testing I (1) against I (d) alternatives in the presence of deterministic components
Dolado, Juan J.
(
contributor
);
Gonzalo, Jesús
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331957
Saved in:
7
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
8
Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003376073
Saved in:
9
Large shocks vs. small shocks : (or does size matter? May be so.)
Gonzalo, Jesús
;
Martínez, Oscar
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 311-347
Persistent link: https://www.econbiz.de/10003376086
Saved in:
10
Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves
;
Gonzalo, Jesús
-
2009
Persistent link: https://www.econbiz.de/10003920780
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