Narrow search
Showing 1 - 7 of 7
Cover Image
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001605760
Cover Image
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2000
Persistent link: https://www.econbiz.de/10001534272
Cover Image
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Cover Image
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Cover Image
ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K. - In: Advances in futures and options research : a research annual 6 (1993), pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
Cover Image
Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998
Persistent link: https://www.econbiz.de/10000988606
Cover Image
Information theoretic approaches to income density estimation with an application to the U.S. income data
Park, Sung Y.; Bera, Anil K. - In: Journal of economic inequality 16 (2018) 4, pp. 461-486
Persistent link: https://www.econbiz.de/10012055124