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Are technology shocks nonlinear?
Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533
Persistent link: https://www.econbiz.de/10001618378
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A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-145
Persistent link: https://www.econbiz.de/10008417351
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THE INCIDENCE OF INFORMATIONAL CASCADES AND THE BEHAVIOR OF TRADE INTERARRIVAL TIMES DURING THE STOCK MARKET BUBBLE
Patterson, Douglas M.; Sharma, Vivek - In: Macroeconomic dynamics 14 (2010), pp. 111-137
Persistent link: https://www.econbiz.de/10008417352
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APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 59-88
Persistent link: https://www.econbiz.de/10008417354
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Apparent long memory in time series as an artifact of a time-varying mean : considering alternatives to the fractionally integrated model
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 59-87
Persistent link: https://www.econbiz.de/10003981216
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The incidence of informational cascades and the behavior of trade interarrival times during the stock market bubble
Patterson, Douglas M.; Sharma, Vivek - In: Macroeconomic dynamics 14 (2010), pp. 111-136
Persistent link: https://www.econbiz.de/10003981219
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A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
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Evolution and time horizons in an agent-based stock market
LeBaron, Blake Dean - In: Macroeconomic dynamics 5 (2001) 2, pp. 225-254
Persistent link: https://www.econbiz.de/10001584398
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An interview with William A. Brock
Woodford, Michael - In: Macroeconomic dynamics 4 (2000) 1, pp. 108-138
Persistent link: https://www.econbiz.de/10001497771
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EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET
Lebaron, Blake - In: Macroeconomic dynamics 5 (2001) 2, pp. 225-254
Persistent link: https://www.econbiz.de/10006039471