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Pricing and hedging interest and credit risk sensitive instruments
Skinner, Frank - 2005
Persistent link: https://www.econbiz.de/10004796353
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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