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Cross-correlations and cross-bicorrelations in Sterling exchange rates
Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404
Persistent link: https://www.econbiz.de/10001426372
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Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris; Hinich, Melvin J. - In: Journal of forecasting 20 (2001) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
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Intraday patterns in exchange rate of return of the Chilean peso : new evidence for day-off-the-week effect
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 42-58
Persistent link: https://www.econbiz.de/10003981210
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Episodic nonlinearity in leading global currencies
Serletis, Apostolos; Malliaris, Anastasios G.; Hinich, … - In: Open economies review 23 (2012) 2, pp. 337-357
Persistent link: https://www.econbiz.de/10009633889
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Episodic nonlinear event detection in the Canadian exchange rate
Hinich, Melvin J.; Serletis, Apostolos - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 68-74
Persistent link: https://www.econbiz.de/10003430689
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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191