Narrow search
Showing 1 - 3 of 3
Cover Image
The sequential estimation of subset var with forgetting factor and intercept variable
O'Neill, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 979-995
Persistent link: https://www.econbiz.de/10002476523
Cover Image
An analysis of Asian market integration pre- and post-crisis
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 483-501
Persistent link: https://www.econbiz.de/10003347380
Cover Image
Testing PPP by means of ZNZ patterned VECM
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, R. D. - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 345-362
Persistent link: https://www.econbiz.de/10003746667