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person:"Payá, Ivan"
~person:"Kashyap, Sachin"
~person:"Salmon, Mark H."
~subject:"Time series analysis"
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Time series analysis
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8
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Payá, Ivan
Kashyap, Sachin
Salmon, Mark H.
Caporale, Guglielmo Maria
10
Gil-Alaña, Luis A.
6
Brooks, Chris
4
Allen, David E.
3
Dijk, Dick van
3
Gil-Alana, Luis A.
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Crespo Cuaresma, Jesús
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Pavlidis, Efthymios G.
2
Peel, David
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Peiris, Shelton
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Singh, Abhay Kumar
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Journal of international money and finance
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Working papers / Lancaster University Management School
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ECONIS (ZBW)
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Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
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2
Real exchange rates and time-varying trade costs'
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
-
2009
Persistent link: https://www.econbiz.de/10003852992
Saved in:
3
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
Saved in:
4
Detection of nonlinearity in foreign-exchange data
Guarda, Paolo
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 77-111)
.
1996
Persistent link: https://www.econbiz.de/10001297250
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