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Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.; Savva, Christos S. - In: Econometric reviews 38 (2019) 6, pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
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Worker absenteeism : an analysis using microdata
Barmby, Tim A.; Orme, Chris D.; Treble, John G. - 1990
Persistent link: https://www.econbiz.de/10000797154
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Temporary layoffs and split population models
Mavromaras, Kostas G.; Orme, Chris D. - In: Journal of applied econometrics 19 (2004) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10001924645
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Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel; Orme, Chris D. - In: Econometric reviews 37 (2018) 6/10, pp. 551-576
Persistent link: https://www.econbiz.de/10012039397