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Drift in the relative price of primary commodities: A case where we care about unit roots
Newbold, P.; Vougas, D. - In: Applied economics 28 (1996) 6, pp. 653-662
Persistent link: https://www.econbiz.de/10007619989
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The efficiency of Greek stock index futures market
Floros, Christos; Vougas, Dimitrios V. - In: Managerial finance 34 (2008) 7, pp. 498
Persistent link: https://www.econbiz.de/10008078677
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New exact ML estimation and inference for a Gaussian MA(1) process
Vougas, Dimitrios V. - In: Economics letters 99 (2008) 1, pp. 172-176
Persistent link: https://www.econbiz.de/10007988701
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Is the trend in post-WW II US real GDP uncertain or non-linear?
Vougas, Dimitrios V. - In: Economics letters 94 (2007) 3, pp. 348-355
Persistent link: https://www.econbiz.de/10007607218
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Hedge ratios in Greek stock index futures market
Floros, Christos; Vougas, Dimitrios V. - In: Applied financial economics 14 (2004) 15, pp. 1125
Persistent link: https://www.econbiz.de/10007645428
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New exact ML estimation and inference for a Gaussian MA(1) process
Vougas, Dimitrios V. - In: Economics letters 99 (2008) 1, pp. 172-177
Persistent link: https://www.econbiz.de/10008897646
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GLS detrending and unit root testing
Vougas, Dimitrios V. - In: Economics letters 97 (2007) 3, pp. 222-229
Persistent link: https://www.econbiz.de/10007797078
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Analysing long memory and volatility of returns in the Athens stock exchange
Vougas, Dimitrios V. - In: Applied financial economics 14 (2004) 6, pp. 457
Persistent link: https://www.econbiz.de/10007650767
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Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios - In: Applied economics 41 (2009) 10-12, pp. 1397-1404
Persistent link: https://www.econbiz.de/10008266076
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Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios - In: Applied economics 41 (2009) 11, pp. 1397-1404
Persistent link: https://www.econbiz.de/10008246111