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On the origins of conditional heteroscedasticity in time series

Ashley, Richard A. - In: The Korean economic review 28 (2012) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10010192152

Are technology shocks nonlinear?

Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533

Persistent link: https://www.econbiz.de/10001618378

A test of the GARCH (1,1) specification for daily stock returns

Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-144

Persistent link: https://www.econbiz.de/10003981220

Comments on "A critical investigation on detrending procedures for nonlinear processes

Ashley, Richard A.; Verbrugge, Randal - In: Journal of macroeconomics 28 (2006) 1, pp. 192-194

Persistent link: https://www.econbiz.de/10003291161

A Nonlinear Time Series Workshop : A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Patterson, Douglas M.; Ashley, Richard A. - 2000 - 1st ed. 2000.

1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters -- 2. Detecting Nonlinear Serial Dependence -- 3. How to Run the Toolkit Program on a PC -- 4. Artificially Generated Data: Size Considerations -- 5. Artificially Generated Data: Power And Model Specification Considerations...

Persistent link: https://www.econbiz.de/10014021905