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VARs, cointegration and common cycle restrictions
Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008662304
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Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin; Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008657960
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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002848638
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001854503
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - 2002
Persistent link: https://www.econbiz.de/10001722423
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Capturing the shape of business cycles with nonlinear autoregressive leading indicator models
Athanasopoulos, George; Anderson, Heather M.; Vahid, Farshid - 2001
Persistent link: https://www.econbiz.de/10001618882
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The decline in income growth volatility in the United States : evidence from regional data
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001892127
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Does international trade synchronize business cycles?
Anderson, Heather M.; Kwark, Noh-sun; Vahid, Farshid - 1999
Persistent link: https://www.econbiz.de/10001391125
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Market architecture and nonlinear dynamics of Australian stock and future indices
Anderson, Heather M.; Vahid, Farshid - 2001
Persistent link: https://www.econbiz.de/10001586610