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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Tests for an end-of-sample bubble in financial time series
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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The econometric modelling of financial time series
Mills, Terence C. - 1999 - 2. ed.
Persistent link: https://www.econbiz.de/10000679603
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Forecasting financial variables
Mills, Terence C. - In: A companion to economic forecasting, (pp. 510-538). 2002
Persistent link: https://www.econbiz.de/10001894187
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Predicting the unpredictable? : Science and guesswork in financial market forecasting
Mills, Terence C. - 1992
Persistent link: https://www.econbiz.de/10013203900
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The econometric modelling of financial time series
Mills, Terence C. - 1993
Persistent link: https://www.econbiz.de/10013493861
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Forecasting financial markets ; 1
Mills, Terence C. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001666596
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Forecasting financial markets ; 2
Mills, Terence C. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001666600
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Forecasting financial markets
Mills, Terence C. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001632849