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Volatility spillovers between foreign exchange, commodity and freight futures prices : implications for hedging strategies
Haigh, Michael S.; Holt, Matthew T. - 1999
Persistent link: https://www.econbiz.de/10001401517
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Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624082
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Global hemispheric temperature trends and co–shifting : a shifting mean vector autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - 2012
Persistent link: https://www.econbiz.de/10009785773