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Modelling the absolute returns...
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Granger, C. W. J.
269
Granger, Clive W. J.
114
Granger, C.W.J.
51
Jeon, Yongil
31
Granger, Clive
26
Sin, Chor-yiu
24
Teräsvirta, Timo
18
Hyung, Namwon
15
Ding, Zhuanxin
13
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13
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12
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11
Ghysels, Eric
10
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8
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8
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8
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7
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7
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7
Timmermann, Allan
7
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6
Granger, Clive William John
6
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6
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6
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6
Yoon, Gawon
6
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5
Giacomini, Raffaella
5
Granger, Clive W.
5
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5
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5
Lau, Sau-Him Paul
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61
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy
;
White, Halbert
;
Granger, C. W. J.
-
1989
Persistent link: https://www.econbiz.de/10000838876
Saved in:
62
Comments on the evaluation of policy models
Granger, C. W. J.
;
Deutsch, Melinda
-
1991
Persistent link: https://www.econbiz.de/10000840965
Saved in:
63
Comments on testing economic theories and the use of model selection criteria
Granger, C. W. J.
;
King, Maxwell L.
;
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000841633
Saved in:
64
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
65
What are we learning about the long-run?
Granger, C. W. J.
-
1992
Persistent link: https://www.econbiz.de/10000841646
Saved in:
66
Aggregation of time series variables : a survey
Granger, C. W. J.
-
1988
Persistent link: https://www.econbiz.de/10000772057
Saved in:
67
Reasonable extreme bounds analysis
Granger, C. W. J.
;
Uhlig, Harald
-
1988
Persistent link: https://www.econbiz.de/10000763658
Saved in:
68
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000878163
Saved in:
69
Modelling non-linear relationships between long-memory variables
Granger, C. W. J.
-
1993
Persistent link: https://www.econbiz.de/10000878180
Saved in:
70
A decision-theoretic approach to forecast evaluation
Granger, C. W. J.
;
Pesaran, M. Hashem
-
1996
Persistent link: https://www.econbiz.de/10000607815
Saved in:
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