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Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar; Goswami, Anindya - In: International journal of financial engineering 6 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele; Maravall, Agustín - 1994
Persistent link: https://www.econbiz.de/10000147942
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Cointegration and an error correction model of money demand for Australia
Lim, Lee K. - 1994
Persistent link: https://www.econbiz.de/10000147977
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GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James - 1992
Persistent link: https://www.econbiz.de/10000122460
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Panel data vs time series regression analysis : an aggregation issue; a comparison using labour demand functions
Parigi, Giuseppe; Urga, Giovanni - 1993
Persistent link: https://www.econbiz.de/10000137686
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Econometric models of cyclical behavior
Hickman, Bert G. (contributor) - 1972
Persistent link: https://www.econbiz.de/10000106863
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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On the estimation of persistence in the context of general ARFIMA processes
Xu, Qiang - 1992
Persistent link: https://www.econbiz.de/10000898893
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Cointegration and an error correction model of money demand for Australia
Lim, Lee K. - 1994
Persistent link: https://www.econbiz.de/10000900102