3

Carry trades, momentum trading and the forward premium anomaly

Année:
2011
Langue:
english
Fichier:
PDF, 353 KB
english, 2011
4

Long memory processes and fractional integration in econometrics

Année:
1996
Langue:
english
Fichier:
PDF, 2.75 MB
english, 1996
8

Adaptive ARFIMA models with applications to inflation

Année:
2012
Langue:
english
Fichier:
PDF, 338 KB
english, 2012
9

[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment

Année:
1998
Langue:
english
Fichier:
PDF, 182 KB
english, 1998
11

Bivariate garch estimation of the optimal commodity futures Hedge

Année:
1991
Langue:
english
Fichier:
PDF, 891 KB
english, 1991
13

Price discovery and common factor models

Année:
2002
Langue:
english
Fichier:
PDF, 125 KB
english, 2002
14

Bivariate Garch Estimation of the Optimal Commodity Futures Hedge

Année:
1991
Langue:
english
Fichier:
PDF, 392 KB
english, 1991
15

Stock Returns and Volatility

Année:
1990
Langue:
english
Fichier:
PDF, 1000 KB
english, 1990
16

The Foreign Exchange Market: Theory and Econometric Evidence.

Année:
1990
Langue:
english
Fichier:
PDF, 178 KB
english, 1990
17

Common Stochastic Trends in a System of Exchange Rates

Année:
1989
Langue:
english
Fichier:
PDF, 625 KB
english, 1989
18

Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

Année:
1994
Langue:
english
Fichier:
PDF, 347 KB
english, 1994
21

Editors' introduction: Fractional differencing and long memory processes

Année:
1996
Langue:
english
Fichier:
PDF, 181 KB
english, 1996
24

Prediction in dynamic models with time-dependent conditional variances

Année:
1992
Langue:
english
Fichier:
PDF, 1.27 MB
english, 1992
25

A minimum distance estimator for long-memory processes

Année:
1996
Langue:
english
Fichier:
PDF, 1.02 MB
english, 1996
28

Some joint tests of market efficiency: The case of the forward premium

Année:
1985
Langue:
english
Fichier:
PDF, 552 KB
english, 1985
30

Meta-analytic review of the efficacy of smoking cessation interventions

Année:
1994
Langue:
english
Fichier:
PDF, 1016 KB
english, 1994
31

Group Structure in the Periodic Table

Année:
1971
Langue:
english
Fichier:
PDF, 175 KB
english, 1971
34

Central bank intervention and risk in the forward market

Année:
1997
Langue:
english
Fichier:
PDF, 79 KB
english, 1997
35

Effects of dietary fat on the urinary risk factors of calcium stone disease

Année:
2000
Langue:
english
Fichier:
PDF, 121 KB
english, 2000
38

The forward premium anomaly is not as bad as you think

Année:
2000
Langue:
english
Fichier:
PDF, 169 KB
english, 2000
39

Cointegration and models of exchange rate determination

Année:
1987
Langue:
english
Fichier:
PDF, 636 KB
english, 1987
40

The Message in Daily Exchange Rates

Année:
2002
Langue:
english
Fichier:
PDF, 1.34 MB
english, 2002
42

Common Stochastic Trends in a System of Exchange Rates

Année:
1989
Langue:
english
Fichier:
PDF, 900 KB
english, 1989
45

Testing for Neglected Nonlinearity in Long-Memory Models

Année:
2007
Langue:
english
Fichier:
PDF, 2.05 MB
english, 2007
49

Testing for Neglected Nonlinearity in Long-Memory Models

Année:
2007
Langue:
english
Fichier:
PDF, 287 KB
english, 2007