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WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS
Lim, Kian-Ping; Brooks, Robert D. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 3-41
Persistent link: https://www.econbiz.de/10008458633
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DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic Dynamics 13 (2009) 04, pp. 523-534
Persistent link: https://www.econbiz.de/10005041976
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THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic Dynamics 4 (2000) 02, pp. 197-221
Persistent link: https://www.econbiz.de/10005120195
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RISK WHEN SOME STATES ARE LOW-PROBABILITY EVENTS
HINICH, MELVIN J. - In: Macroeconomic Dynamics 7 (2003) 04, pp. 636-643
Persistent link: https://www.econbiz.de/10005120227
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SAMPLING DYNAMICAL SYSTEMS
Hinich, Melvin J. - In: Macroeconomic Dynamics 3 (1999) 04, pp. 602-609
Persistent link: https://www.econbiz.de/10005264871
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FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic Dynamics 2 (1998) 01, pp. 72-88
Persistent link: https://www.econbiz.de/10005264875
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INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 42-58
Persistent link: https://www.econbiz.de/10008599325
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IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
Wild, Phillip; Foster, John; Hinich, Melvin J. - In: Macroeconomic Dynamics 14 (2010) S1, pp. 88-110
Persistent link: https://www.econbiz.de/10008458632