Narrow search
Showing 1 - 10 of 15
Cover Image
A wavelet decomposition approach to crude oil price and exchange rate dependence
Reboredo, Juan Carlos; Rivera-Castro, Miguel A. - In: Economic modelling 32 (2013), pp. 42-57
Persistent link: https://www.econbiz.de/10009760777
Cover Image
Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos; Matías, José M.; … - In: Computational economics 40 (2012) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
Cover Image
Oil and US dollar exchange rate dependence : a detrended cross-correlation approach
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Energy economics 42 (2014), pp. 132-139
Persistent link: https://www.econbiz.de/10010502956
Cover Image
Comment on "Kernel density estimation for time series data"
Pérez, Ana - In: International journal of forecasting 28 (2012) 1, pp. 15-19
Persistent link: https://www.econbiz.de/10009580817
Cover Image
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles; Pérez, Ana - 2018 - Version: January 2018
Persistent link: https://www.econbiz.de/10011819298
Cover Image
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles; Pérez, Ana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Cover Image
Nonsense regressions between integrated processes of different orders
Mármol, Francesc - 1994
Persistent link: https://www.econbiz.de/10000902087
Cover Image
The correlogram of a long memory process plus a simple noise
Granger, C. W. J.; Mármol, Francesc - 1997
Persistent link: https://www.econbiz.de/10000978188
Cover Image
Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Mármol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000982033
Cover Image
On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602