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Common features
Anderson, Heather M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320230
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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Nonlinear autoregressive leading indicator models of output in G-7 countries
Anderson, Heather M.; Athanasopoulos, George; Vahid, Farshid - In: Journal of applied econometrics 22 (2007) 1, pp. 63-87
Persistent link: https://www.econbiz.de/10003448509
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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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Common nonlinearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - In: Essays in nonlinear time series econometrics, (pp. 93-117). 2014
Persistent link: https://www.econbiz.de/10010385313
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Financial integration and the construction of historical financial data for the Euro Area
Anderson, Heather M.; Dungey, Mardi H.; Osborn, Denise R.; … - In: Economic modelling 28 (2011) 4, pp. 1498-1509
Persistent link: https://www.econbiz.de/10009271278
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Nonlinear correlograms and partial autocorrelograms
Anderson, Heather M.; Vahid, Farshid - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 957-982
Persistent link: https://www.econbiz.de/10003229059
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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