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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 - In: Macroeconomic dynamics 14 (2010), pp. 3-41
Persistent link: https://www.econbiz.de/10003981207
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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), pp. 3-42
Persistent link: https://www.econbiz.de/10008417356
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Sampling dynamical systems
Hinich, Melvin J. - In: Macroeconomic dynamics 3 (1999) 4, pp. 602-609
Persistent link: https://www.econbiz.de/10001618386
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Risk when some states are low-probability events : note
Hinich, Melvin J. - In: Macroeconomic dynamics 7 (2003) 4, pp. 636-643
Persistent link: https://www.econbiz.de/10001794618
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RISK WHEN SOME STATES ARE LOW-PROBABILITY EVENTS
Hinich, Melvin J. - In: Macroeconomic dynamics 7 (2003) 4, pp. 636
Persistent link: https://www.econbiz.de/10006027296
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The exact theoretical rational expectations monetary aggregate
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic dynamics 4 (2000) 2, pp. 197-221
Persistent link: https://www.econbiz.de/10001500438
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Testing time-series stationarity against and alternative whose mean is periodic
Hinich, Melvin J.; Wild, Phillip - In: Macroeconomic dynamics 5 (2001) 3, pp. 380-412
Persistent link: https://www.econbiz.de/10001591767
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Frequency-domain test of time reversibility
Hinich, Melvin J.; Rothman, Philip - In: Macroeconomic dynamics 2 (1998) 1, pp. 72-88
Persistent link: https://www.econbiz.de/10001617051
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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) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10008310568
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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), pp. 88-111
Persistent link: https://www.econbiz.de/10008417353