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Multiple-predictor regressions : hypothesis testing

Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: The review of financial studies 22 (2009) 1, pp. 413-434

Persistent link: https://www.econbiz.de/10003836279

An empirical note on bond-yield uncertainty and the demand for money

Amihud, Yakov - In: Economics letters 5 (1980) 1, pp. 63-69

Persistent link: https://www.econbiz.de/10001830293

General risk aversion and attitude towards risk

Amihud, Yakov - In: The journal of finance : the journal of the American … 35 (1980) 3, pp. 685-691

Persistent link: https://www.econbiz.de/10001830298

Inflation n̕ews ̕and exchange rates

Amihud, Yakov - In: Economics letters 12 (1983) 3/4, pp. 333-338

Persistent link: https://www.econbiz.de/10001830301

Price-level uncertainty, indexation and employment

Amihud, Yakov - In: Southern economic journal 47 (1981) 3, pp. 776-787

Persistent link: https://www.econbiz.de/10001830353

Multi-step forecasting for long-memory processes

Brodsky, Julia; Hurvich, Clifford M. - In: Journal of forecasting 18 (1999) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10001363672

On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models

Deo, Rohit S.; Hurvich, Clifford M. - In: Econometric theory 17 (2001) 4, pp. 686-710

Persistent link: https://www.econbiz.de/10001606768

Testing for long memory in volatility

Hurvich, Clifford M.; Soulier, Philippe - In: Econometric theory 18 (2002) 6, pp. 1291-1308

Persistent link: https://www.econbiz.de/10001716895

Estimating long memory in volatility

Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1283-1328

Persistent link: https://www.econbiz.de/10003013700

Possible Sharing Arrangements in Arma Supply Chains

Kovtun, Vladimir; Giloni, Avi; Hurvich, Clifford M. - 2013

We introduce a class of new sharing arrangements in a multi-stage supply chain in which the retailer observes stationary autoregressive moving average demand with Gaussian white noise (shocks). Similar to previous research, we assume each supply chain player constructs its best linear forecast...

Persistent link: https://www.econbiz.de/10014164894