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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei - 2008
Persistent link: https://www.econbiz.de/10003963300
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The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - 2012
Persistent link: https://www.econbiz.de/10009671786
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Forecasting trends in recorded crime
Deadman, Derek F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001592547
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Forecasting residential burglary
Deadman, Derek F. - In: International journal of forecasting 19 (2003) 4, pp. 567-578
Persistent link: https://www.econbiz.de/10001818745
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Forecasting residential burglary
Deadman, Derek F. - 2000
Persistent link: https://www.econbiz.de/10001476526
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Structural changes in foreign exchange markets
Akiba, Hiroya - 1994
Persistent link: https://www.econbiz.de/10000882413
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Forward rates as predictors of future spot rates : an econometric explanation for sign reversal
Oh, Young-Taek - In: Journal of economic development 19 (1994) 1, pp. 185-200
Persistent link: https://www.econbiz.de/10001169726
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On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Masih, Abdul Mansur M. - In: Economia internazionale 47 (1994) 2, pp. 160-180
Persistent link: https://www.econbiz.de/10001175913
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An econometric analysis of detecting structural changes in the seven major exchange rates with MAIC method : January, 1974 through September, 1986
Akiba, Hiroya - In: Journal of international economic integration 4 (1989) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001151545