Narrow search
Showing 291 - 300 of 459
Cover Image
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J. - In: Annales d'économie et de statistique (1995), pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
Cover Image
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Cover Image
Nonlinear stochastic trends
Granger, C. W. J. - In: Journal of econometrics 81 (1997) 1, pp. 65-92
Persistent link: https://www.econbiz.de/10001336801
Cover Image
Economic and statistical measures of forecast accuracy
Granger, C. W. J.; Pesaran, M. Hashem - 1999
Persistent link: https://www.econbiz.de/10001387221
Cover Image
Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - 1999
Persistent link: https://www.econbiz.de/10001395178
Cover Image
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202
Cover Image
The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Cover Image
Modeling nonlinearity over the business cycle
Granger, C. W. J. - In: Business cycles, indicators, and forecasting, (pp. 311-325). 1993
Persistent link: https://www.econbiz.de/10001314197
Cover Image
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853659
Cover Image
Separation in cointegrated systems
Konishi, Toru; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853661