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A note on resampling the integration across the correlation integral with alternative ranges
Belaire-Franch, Jorge - In: Econometric reviews 22 (2003) 4, pp. 337-349
Persistent link: https://www.econbiz.de/10001843549
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A proof of the power of Kim's test against stationary processes with structural breaks
Belaire-Franch, Jorge - In: Econometric theory 21 (2005) 6, pp. 1172-1176
Persistent link: https://www.econbiz.de/10003193588
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A Pearsonś test for symmetry with an application to the Spanish business cycle
Belaire-Franch, Jorge; Contreras, Dulce - In: Spanish economic review : SER 4 (2002) 3, pp. 221-238
Persistent link: https://www.econbiz.de/10001702856
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A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
Belaire-Franch, Jorge; Opong, Kwaku K. - In: Review of quantitative finance and accounting 24 (2005) 1, pp. 93-107
Persistent link: https://www.econbiz.de/10002627139
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Conditional and unconditional asymmetry in US macroeconomic time series
Belaire-Franch, Jorge (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004104