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Modelling nonlinear economic relationships
Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000347240
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Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 83 (2003) 12, pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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Properties of nonlinear transformations of fractionally integrated processes
Dittmann, Ingolf; Granger, C. W. J. - 2000
Persistent link: https://www.econbiz.de/10001500651
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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Current perspectives on long memory processes
Granger, C. W. J. - In: Jingji-lunwen 28 (2000) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001532440
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Introducing non-linearity into cointegration
Granger, C. W. J. - In: Revista de econometria 16 (1996) 2, pp. 25-35
Persistent link: https://www.econbiz.de/10001535207
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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - 1999
Persistent link: https://www.econbiz.de/10001395178
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202
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The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815