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ECONIS (ZBW)
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Does statistical dependence matter? Evidence from the USD/AUD
Ellis, Craig
- In:
Asia Pacific financial markets in comparative …
,
(pp. 53-72)
.
2005
Persistent link: https://www.econbiz.de/10003282285
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2
Are long-term return anomalies illusions? : Evidence from the spot yen
Batten, Jonathan A.
;
Ellis, Craig
;
Fetherston, Thomas Austin
- In:
Japan and the world economy : international journal of …
12
(
2000
)
4
,
pp. 337-349
Persistent link: https://www.econbiz.de/10001534683
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3
Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique
Ellis, Craig
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 53-65
Persistent link: https://www.econbiz.de/10001446438
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4
The price of risk
Ellis, Craig
-
1999
Persistent link: https://www.econbiz.de/10001432747
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5
The time-series properties of credit spreads : evidence from Australian dollar eurobonds
Batten, Jonathan A.
;
Ellis, Craig
;
Hogan, Warren Pat
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 269-301
Persistent link: https://www.econbiz.de/10001487799
Saved in:
6
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
7
Intervention and long term bias : evidence from the spot US dollar, Japanese yen fractal structure
Batten, Jonathan A.
-
1995
Persistent link: https://www.econbiz.de/10000921286
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8
Modelling the expected value of the classical rescaled adjusted range for long-term dependent series
Ellis, Craig
-
1998
Persistent link: https://www.econbiz.de/10000983589
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9
Mis-specification in the estimation of the expected rescaled adjusted range statistic : the case versus Peters
Ellis, Craig
-
1996
Persistent link: https://www.econbiz.de/10000985672
Saved in:
10
Statistical long-term dependence in currency futures markets
Batten, Jonathan A.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 159-170
Persistent link: https://www.econbiz.de/10001250669
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