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Does international trade synchronize business cycles?
Anderson, Heather M.; Kwark, Noh-sun; Vahid, Farshid - 1999
Persistent link: https://www.econbiz.de/10001391125
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The decline in income growth volatility in the United States : evidence from regional data
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001892127
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002848638
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Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin; Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008661656
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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Common nonlinearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - In: Essays in nonlinear time series econometrics, (pp. 93-117). 2014
Persistent link: https://www.econbiz.de/10010385313
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin; Anderson, Heather M.; Vahid, Farshid - 2010
Persistent link: https://www.econbiz.de/10008657960