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Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao; Li, Chenxue; Peng, Liang - In: Econometric reviews 38 (2019) 2, pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao; Leng, Xuan; Liu, Xiaohui; Peng, Liang - In: Journal of financial econometrics 18 (2020) 2, pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
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Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 184 (2015) 2, pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
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Are fluctuations in natural gas consumption per capita transitory? : evidence from time series and panel unit root tests
Shahbaz, Muhammad; Khraief, Naceur; Mahalik, Mantu Kumar; … - 2014
Persistent link: https://www.econbiz.de/10010432178
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Random walk investigation in Indian market with special references to S&P Nifty : fifty stocks
Tamilselvan, M.; Madhumitha, R. - In: International journal of finance & banking studies : JJFBS 4 (2015) 4, pp. 52-61
Persistent link: https://www.econbiz.de/10011448677
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Persistence and unit root in CO2 emissions : evidence from disaggregated global and regional data
Fallahi, Firouz - In: Empirical economics : a journal of the Institute for … 58 (2020) 5, pp. 2155-2179
Persistent link: https://www.econbiz.de/10012254587
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The dynamic response patterns of output to credit : the case of Saudi Arabia
Alkhatib, Said M. - In: International journal of economics and business research 11 (2016) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10011589209
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Persistence in world energy consumption : evidence from subsampling confidence intervals
Fallahi, Firouz; Karimi, Mohammad; Voia, Marcel-Christian - In: Energy economics 57 (2016), pp. 175-183
Persistent link: https://www.econbiz.de/10011698314
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Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 52 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
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Bias-corrected inference for a modified Lee-Carter mortality model
Liu, Qing; Ling, Chen; Li, Deyuan; Peng, Liang - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 433-455
Persistent link: https://www.econbiz.de/10012056606