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Kofman, Paul
17
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13
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4
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3
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3
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3
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2
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2
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The integrity of futures markets : the impact of price limits on futures prices
Hall, Anthony D.
;
Kofman, Paul
;
Siouclis, Anthony J.
- In:
Models of futures markets
,
(pp. 135-[167])
.
2000
Persistent link: https://www.econbiz.de/10001552917
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2
Modelling the term structure
Pagan, Adrian R.
-
1995
-
Rev.
Persistent link: https://www.econbiz.de/10000560752
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3
Optimizing futures margins with distribution tails
Kofman, Paul
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 263-278
Persistent link: https://www.econbiz.de/10001145840
Saved in:
4
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
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5
Modeling the term structure
Pagan, Adrian R.
-
1996
Persistent link: https://www.econbiz.de/10001320267
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6
Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem
- In:
Economics letters
4
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001051468
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7
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
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8
Treasury bill yield curves and cointegration
Anderson, Heather M.
;
Granger, C. W.
;
Hall, Anthony D.
-
1990
Persistent link: https://www.econbiz.de/10000129170
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9
A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001984297
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10
The anatomy of portfolio skewness and kurtosis
Hall, Anthony D.
;
Satchell, Stephen
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010237899
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