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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
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Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki - In: Economic modelling 29 (2012) 5, pp. 2011-2016
Persistent link: https://www.econbiz.de/10010000405
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Wild bootstrap testing for cointegration in an ESTAR error correction model
Maki, Daiki - In: Economic modelling 47 (2015), pp. 280-291
Persistent link: https://www.econbiz.de/10011439126
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Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012796559