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Long memory in foreign exchange rates and sampling properties of some statistical procedures related to long memory series
Cheung, Yin-Wong - 1990
Persistent link: https://www.econbiz.de/10000841901
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Stock market volatility and fractional integration
Cheung, Yin-Wong - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
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Long memory in foreign-exchange rates
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1990
Persistent link: https://www.econbiz.de/10000807109
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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A search for long memory in international stock market returns
Cheung, Yin-Wong - In: Journal of international money and finance 14 (1995) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10001187507
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Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 68-73
Persistent link: https://www.econbiz.de/10001214306
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International evidence on output persistence from postwar data
Cheung, Yin-Wong - In: Economics letters 38 (1992) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10001125457