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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Australia
24
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19
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15
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14
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14
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Ellis, Craig
6
Batten, Jonathan A.
4
Wilson, Patrick James
2
Daly, Kevin James
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Fetherston, Thomas Austin
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Mellor, Robert
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Okunev, John
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Perry, Leonard J.
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Tran Phuong Thao
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Advances in Pacific Basin financial markets
1
Australian journal of labour economics : a journal of labour economics and labour relations : official journal of the Australian Society of Labour Economists
1
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International journal of economics and finance
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ECONIS (ZBW)
8
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1
Unit root testing with known and unknown structural breaks in property and equity markets
Wilson, Patrick James
;
Okunev, John
-
1996
Persistent link: https://www.econbiz.de/10000985536
Saved in:
2
Forecasting Australian unemployment rates using spectral analysis
Wilson, Patrick James
;
Perry, Leonard J.
- In:
Australian journal of labour economics : a journal of …
7
(
2004
)
4
,
pp. 459-480
Persistent link: https://www.econbiz.de/10002774325
Saved in:
3
Modelling the expected value of the classical rescaled adjusted range for long-term dependent series
Ellis, Craig
-
1998
Persistent link: https://www.econbiz.de/10000983589
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4
Are long-term return anomalies illusions? : Evidence from the spot yen
Batten, Jonathan A.
;
Ellis, Craig
;
Fetherston, Thomas Austin
- In:
Japan and the world economy : international journal of …
12
(
2000
)
4
,
pp. 337-349
Persistent link: https://www.econbiz.de/10001534683
Saved in:
5
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.
;
Ellis, Craig
;
Mellor, Robert
- In:
International review of financial analysis
8
(
1999
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Saved in:
6
Statistical long-term dependence in currency futures markets
Batten, Jonathan A.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 159-170
Persistent link: https://www.econbiz.de/10001250669
Saved in:
7
Scaling relationships of Gaussian processes
Batten, Jonathan A.
;
Ellis, Craig
- In:
Economics letters
72
(
2001
)
3
,
pp. 291-296
Persistent link: https://www.econbiz.de/10001602342
Saved in:
8
Transmission of the global financial crisis to the East Asian equity markets
Tran Phuong Thao
;
Daly, Kevin James
;
Ellis, Craig
- In:
International journal of economics and finance
5
(
2013
)
5
,
pp. 171-183
Persistent link: https://www.econbiz.de/10009747365
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