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A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
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On determining the dimension of real-time stock-price data
Mayfield, E. Scott - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 367-374
Persistent link: https://www.econbiz.de/10001126530
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A statistical model of changes in asset prices employing intraday data : a recursive approach
Fletcher, Roy A. - In: Review of financial economics : RFE 2 (1993) 2, pp. 43-58
Persistent link: https://www.econbiz.de/10001159830
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Application of spectral analysis to editing a large data base
Dinh, Khoan Tan - In: Journal of official statistics : JOS ; an international … 3 (1987) 4, pp. 431-433
Persistent link: https://www.econbiz.de/10001052870
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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Time-series modeling for statistical process control
Alwan, Layth C. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001044767
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Geographic and temporal variation in housing filtering rates
Liu, Liyi; McManus, Douglas A.; Yannopoulos, Elias - In: Regional science & urban economics 93 (2022), pp. 1-36
Persistent link: https://www.econbiz.de/10013264785
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Unit root and cointegration tests for foreign exchange futures : evidence from the Singapore International Monetary Exchange
Pyun, Chong-soo - 1994
Persistent link: https://www.econbiz.de/10001340255
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Symmetric test for second differencing in univariate time series
Sen, D. L. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 4, pp. 463-473
Persistent link: https://www.econbiz.de/10001037675
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Determining the order of differencing in autoregressive processes
Dickey, David A. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 4, pp. 455-461
Persistent link: https://www.econbiz.de/10001037676