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A TEST OF THE GARCH(1, 1) SPEC...
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1
Linear versus nonlinear macroeconomies : a statistical test
Ashley, Richard A.
- In:
International economic review
30
(
1989
)
3
,
pp. 685-704
Persistent link: https://www.econbiz.de/10001068609
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2
Nonlinear serial dependence in industrial stock returns
Ashley, Richard A.
- In:
Advances in mathematical programming and financial …
2
(
1990
),
pp. 163-181
Persistent link: https://www.econbiz.de/10001103781
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3
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
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4
Apparent long memory in time series as an artifact of a time-varying mean : considering alternatives to the fractionally integrated model
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 59-87
Persistent link: https://www.econbiz.de/10003981216
Saved in:
5
A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
Saved in:
6
Are technology shocks nonlinear?
Altuğ, Sumru
;
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
3
(
1999
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001618378
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7
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
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8
The speed of adjustment of warrant prices to changes in stock prices
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10001007892
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9
Identification of the coefficients in a non-linear time series of the quadratic type
Hinich, Melvin J.
Persistent link: https://www.econbiz.de/10001265918
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10
The marginal value of management using stochastic control
Bosshardt, Donald I.
- In:
Journal of economic dynamics & control
15
(
1991
)
3
,
pp. 455-489
Persistent link: https://www.econbiz.de/10001105519
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