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Empirical finance for finance and banking
Sollis, Robert - 2012
Persistent link: https://www.econbiz.de/10009420903
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Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
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Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
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Value at risk : a critical overview
Sollis, Robert - In: Journal of financial regulation and compliance : an … 17 (2009) 4, pp. 398-414
Persistent link: https://www.econbiz.de/10003919668
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Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert - In: Economics letters 112 (2011) 1, pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
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Spurious regression : a higher-order problem
Sollis, Robert - In: Economics letters 111 (2011) 2, pp. 141-143
Persistent link: https://www.econbiz.de/10009242392
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Empirical finance for finance and banking
Sollis, Robert - 2012
Persistent link: https://www.econbiz.de/10009424023
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Testing for bubbles : an application of tests for change in persistence
Sollis, Robert - In: Applied financial economics 16 (2006) 6, pp. 491-498
Persistent link: https://www.econbiz.de/10003335024
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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries
Sollis, Robert - In: Economic modelling 26 (2009) 1, pp. 118-125
Persistent link: https://www.econbiz.de/10003816703
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US dollar real exchange rates : nonlinearity revisited
Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528
Persistent link: https://www.econbiz.de/10003717294