Narrow search
Showing 1 - 10 of 35,449
Cover Image
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung; Liao, Shu-Yi; Lin, Kuo-Chin - In: Journal of forecasting 34 (2015) 7, pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Cover Image
Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
Cover Image
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan; McNown, Robert F.; Khoon, Goh Soo - In: Economic modelling 80 (2019), pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Cover Image
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
Cover Image
Understanding the dynamics of the macroeconomic trilemma
Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64
Persistent link: https://www.econbiz.de/10010533062
Cover Image
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco; Camponovo, Lorenzo; Roth, Constantin - 2015
Persistent link: https://www.econbiz.de/10011289179
Cover Image
Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel; … - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
Cover Image
Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
Cover Image
Long memory in the Canadian stock market
Beveridge, Steve - In: Applied financial economics 7 (1997) 6, pp. 667-672
Persistent link: https://www.econbiz.de/10001240788
Cover Image
Foreign Exchange and the Capital Market Dynamics : New Evidence from Non-linear Autoregressive Distributed Lag Model
Omoregie, Osaretin Kayode - 2020
The purpose of this study was to investigate and analyze the relationship between foreign exchange and capital market dynamics in Nigeria from January 1999 to February 2018. The study deployed the Non-Linear-ARDL model to study the dynamics of exchange rate and the capital market in Nigeria. The...
Persistent link: https://www.econbiz.de/10012834326