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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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On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong - In: Journal of econometrics 62 (1994) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
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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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Common predictable components in regional stock markets
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong - In: Review of futures markets 9 (1990) 2, pp. 458-486
Persistent link: https://www.econbiz.de/10001124321
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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
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A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
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Deterministic, stochastic, and segmented trends in aggregate output : a cross-country analysis
Cheung, Yin-Wong - In: Oxford economic papers 48 (1996) 1, pp. 134-162
Persistent link: https://www.econbiz.de/10001195517
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A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001198033