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The oil trading markets, 2003 - 2010 : analysis of market behaviour and possible policy responses
Turner, Adair; Farrimond, Jon; Hill, Jonathan - 2011
Persistent link: https://www.econbiz.de/10009490839
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Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B. - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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Robust score and portmanteau tests of volatility spillover
Aguilar, Mike; Hill, Jonathan B. - In: Journal of econometrics 184 (2015) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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Are there common values in first-price auctions? : a tail-index nonparametric test
Hill, Jonathan B.; Shneyerov, Artyom - In: Journal of econometrics 174 (2013) 2, pp. 144-164
Persistent link: https://www.econbiz.de/10009751236
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Moment condition tests for heavy tailed time series
Hill, Jonathan B.; Aguilar, Mike - In: Journal of econometrics 172 (2013) 2, pp. 255-274
Persistent link: https://www.econbiz.de/10009706204
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Consistent GMM residuals-based tests of functional form
Hill, Jonathan B. - In: Econometric reviews 32 (2013) 1/4, pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
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Royal African Company share prices during the South Sea bubble
Carlos, Ann M.; Moyen, Nathalie; Hill, Jonathan - In: Explorations in economic history : EEH 39 (2002) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001644279
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Minimum dispersion and unbiasedness : "best" linear predictors for stationary ARMA α-stable processes
Hill, Jonathan B. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001504086
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Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B. - 1999
Persistent link: https://www.econbiz.de/10001409630
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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401