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Testing for Autocorrelation Using a Modified Box-Pierce Q Test
Lobato, Ignacio; Nankervis, John C.; Savin, N.E. - In: International economic review 42 (2001) 1, pp. 187-206
Persistent link: https://www.econbiz.de/10006041135
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The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend
Nankervis, John C.; Savin, N.E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 161-168
Persistent link: https://www.econbiz.de/10008220449
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Volatility and Spillover Effects of Yen Interventions
Chortareas, Georgios; Jiang, Ying; Nankervis, John C. - In: Review of international economics 21 (2013) 4, pp. 671-689
Persistent link: https://www.econbiz.de/10010165172
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How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?
Chronopoulos, Dimitris K.; Girardone, Claudia; … - In: Journal of financial services research : JFSR 43 (2013) 3, pp. 243-263
Persistent link: https://www.econbiz.de/10010107803
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Efficiency, ownership and financial structure in European banking: A cross-country comparison
Girardone, Claudia; Nankervis, John C.; Velentza, … - In: Managerial finance 35 (2009) 3, pp. 227-245
Persistent link: https://www.econbiz.de/10008170280
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Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
Horowitz, Joel L.; Lobato, I.N.; Nankervis, John C.; … - In: Journal of econometrics 133 (2006) 2, pp. 841-862
Persistent link: https://www.econbiz.de/10007287900
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Testing for Zero Autocorrelation in the Presence of Statistical Dependence
Lobato, I.N.; Nankervis, John C.; Savin, N.E. - In: Econometric theory 18 (2002) 3, pp. 730-743
Persistent link: https://www.econbiz.de/10006973967
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Efficiency across alternative financial structures, bank types and size classes : a comparison of the OECD countries
Velentza, Aikaterini-Foteini; Girardone, Claudia; … - In: International journal of banking, accounting and finance 1 (2008) 2, pp. 168-188
Persistent link: https://www.econbiz.de/10009888597
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Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries
Chronopoulos, Dimitris K.; Girardone, Claudia; … - In: The European journal of finance 17 (2011) 8, pp. 603-622
Persistent link: https://www.econbiz.de/10009265643
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Markov-switching GARCH modelling of value-at-risk
Sajjad, Rasoul; Coakley, Jerry; Nankervis, John C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10009949930