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A simultaneous model of the US dollar- Deutschmark spot and futures markets
Goss, Barry A.; Avsar, S. Gulay - In: Models of futures markets, (pp. 61-85). 2000
Persistent link: https://www.econbiz.de/10001552910
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Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A. - 1997
Persistent link: https://www.econbiz.de/10000978696
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Forecasting time series from clusters
Maharaj, Elizabeth Ann; Inder, Brett A. - 1999
Persistent link: https://www.econbiz.de/10001391129
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An empirical investigation of shock persistence in economic time series
Mayadunne, Geetha - In: The economic record : er 71 (1995) 213, pp. 145-156
Persistent link: https://www.econbiz.de/10001186624
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A new test for structural change : short paper
Inder, Brett A. - In: Empirical economics : a journal of the Institute for … 21 (1996) 3, pp. 475-482
Persistent link: https://www.econbiz.de/10001205389
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Bayesian analysis of stochastic and deterministic processes in the error correction model
Strachan, Rodney W.; Inder, Brett A. - 2001
Persistent link: https://www.econbiz.de/10001632670