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Do Asian stock market prices follow random walks? : Evidence from the variance ratio test
Huang, Bwo-nung - In: Applied financial economics 5 (1995) 4, pp. 251-256
Persistent link: https://www.econbiz.de/10001186664
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Special issue: A tribute to Sir Clive Granger
Taylor, Mark P. (contributor); Granger, C. W. J. (honouree) - In: Applied financial economics 21 (2011) 1/3, pp. 1-117
Persistent link: https://www.econbiz.de/10009124694
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Conference keynote: the Applied Economics journals : a personal reflection
Granger, C. W. J. - In: Applied financial economics 21 (2011) 1/3, pp. 3-5
Persistent link: https://www.econbiz.de/10009124691
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The distributional properties of shocks to a fractional I (d) process having a marginal exponential distribution
Granger, C. W. J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10001621591