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What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang; Hou, Yang; Oxley, Les - In: International review of financial analysis 72 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012437354
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Do 18th century 'bubbles' survive the scrutiny of 21st century time series econometrics?
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011772136
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Do 18th century "bubbles" survive the scrutiny of 21st century time series econometrics?
Hu, Yang; Oxley, Les - In: Economics letters 162 (2018), pp. 131-134
Persistent link: https://www.econbiz.de/10011939819
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Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang; Li, Steven - In: Pacific-Basin finance journal 24 (2013), pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang; Li, Steven; Wen, Fenghua - In: Review of quantitative finance and accounting 57 (2021) 1, pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
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A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang - In: Journal of economic surveys 37 (2023) 1, pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
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MALCOLM : the theory and practice of cointegration analysis in RATS
Oxley, Les - In: Journal of economic surveys 14 (2000) 3, pp. 359-371
Persistent link: https://www.econbiz.de/10001504130
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Growing apart? : Australia and New Zealand growth experiences, 1870 - 1993
Greasley, David; Oxley, Les - In: New Zealand economic papers 33 (1999) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10001455525
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British industrialization, 1815-1860 : a disaggregate time-series perspective
Greasley, David; Oxley, Les - In: Explorations in economic history : EEH 37 (2000) 1, pp. 98-119
Persistent link: https://www.econbiz.de/10001466763
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Vector autoregression, cointegration and causality : testing for causes of the British industrial revolution
Oxley, Les - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 537-566). 1995
Persistent link: https://www.econbiz.de/10001294207