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A characterization of the price behavior of international dual stocks: An error correction approach
Lieberman, O.; Ben-Zion, U.; Hauser, S. - In: Journal of international money and finance 18 (1999) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10006914513
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.; Linton, Oliver B.; Andrews, D.W.K.; … - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
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Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 227 (2022) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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Inference in a spatial autoregressive model with an extended coefficient range and a similarity-based weight matrix
Rossi, Francesca; Lieberman, Offer - 2021
Persistent link: https://www.econbiz.de/10013347730
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Inference in a similarity-based spatial autoregressive model
Lieberman, Offer; Rossi, Francesca - 2022
Persistent link: https://www.econbiz.de/10013535707
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Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca; Lieberman, Offer - In: Journal of econometrics 235 (2023) 2, pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
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A characterization of the price behaviour of international dual stocks : an error correction approach
Ben-Zion, Uri - 1996
Persistent link: https://www.econbiz.de/10013408074
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Inference in a similarity-based spatial autoregressive model
Lieberman, Offer; Rossi, Francesca - In: Econometric reviews 42 (2023) 5, pp. 471-486
Persistent link: https://www.econbiz.de/10014305560
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On Variance Noncausality and Cointegration.
Comte, F.; Lieberman, O. - 1995
Persistent link: https://www.econbiz.de/10005671516