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Forecasting economic time series
Granger, C. W. J.; Newbold, Paul - 1977
Persistent link: https://www.econbiz.de/10000049137
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Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000878163
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Modelling non-linear relationships between long-memory variables
Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000878180
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Temporary cointegration with an application to interest rate parity
Siklos, Pierre L.; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000939553
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Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000955311
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Investigating the relationship between gold and silver prices
Escribano, Álvaro; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000956797
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A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
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What are we learning about the long-run?
Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000841646
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Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853659
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The correlogram of a long memory process plus a simple noise
Granger, C. W. J.; Mármol, Francesc - 1997
Persistent link: https://www.econbiz.de/10000978188