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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria (contributor) - 2004
Persistent link: https://www.econbiz.de/10004864709
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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004864712
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10004864756
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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria; Cerrato, Mario - 2004
Persistent link: https://www.econbiz.de/10004864767
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Robustness of the CUSUM and CUSUM of squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2004
Persistent link: https://www.econbiz.de/10004864783
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Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004444959
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CESifo forum : a quarterly journal on European issues
CESifo GmbH <München> - Munich : Ifo - 1.2000 -
Persistent link: https://www.econbiz.de/10004902196
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CESifo bulletin : a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
CESifo GmbH <München>; Ifo-Institut <München>; Center … - Munich : Ifo - Nachgewiesen Nr. 26.1997 - 36.1999; 2000 -
Persistent link: https://www.econbiz.de/10004902424
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CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
CESifo GmbH <München>; Ifo-Institut <München> - Munich : Ifo - 1.2000 -
Persistent link: https://www.econbiz.de/10004600142
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CESifo economic studies : a joint initiative of Ludwig-Maximilians-Universität and Ifo Institute for Economic Research
CESifo GmbH <München>; Ifo-Institut <München> - Oxford : Univ. Press - Nachgewiesen 46.2000 -
Persistent link: https://www.econbiz.de/10008977730