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Modeling volatility persistence of speculative returns: A new approach
Ding, Zhuanxin; Granger, Clive W.J. - In: Journal of econometrics 73 (1996) 1, pp. 185-216
Persistent link: https://www.econbiz.de/10006793819
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Varieties of long memory models
Granger, Clive W.J.; Ding, Zhuanxin - In: Journal of econometrics 73 (1996) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10006793823
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THE PROFESSION - The Perils of Success
Christopherson, Jon; Ding, Zhuanxin; Greenwood, Paul - In: The journal of portfolio management : a publication of … 28 (2002) 2, pp. 41-54
Persistent link: https://www.econbiz.de/10006561343
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PORTFOLIO MANAGEMENT - Cross-Sectional Volatility and Return Dispersion - The recent huge increase in active manager dispersion corresponds to the rise in cross-sectional volatility.
Ankrim, Ernest M.; Ding, Zhuanxin - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 67-73
Persistent link: https://www.econbiz.de/10006262182
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Some Properties of Absolute Return: An Alternative Measure of Risk
Granger, C.W.J.; Ding, Zhuanxin - In: Annales d'économie et de statistique (1995) 40, pp. 67-92
Persistent link: https://www.econbiz.de/10007937068
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Non-linear models : where do we go next : time varying parameter models?
Granger, Clive W. J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009949924
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Consideration of trends in time series
White, Halbert; Granger, Clive W. J. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10010029876
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The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
GRANGER, CLIVE W. J.; JEON, YONGIL - In: Economica 78 (2011) 309, pp. 51-67
Persistent link: https://www.econbiz.de/10008785582