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Number of items: 3.

C

Caporale, Guglielmo Maria, Ntantamis, Christos, Pantelidis, Theologos, Pittis, Nikitas (2005) The BDS test as a test for the adequacy of a GARCH (1, 1) specification: a Monte Carlo study. Journal of Financial Econometrics, 3 (2). pp. 282-309. ISSN 1479-8409. E-ISSN 1479-8417. (doi:10.1093/jjfinec/nbi010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:56707)

G

Griffin, Jim E. (2011) Inference in Infinite Superpositions of Non-Gaussian Ornstein–Uhlenbeck Processes Using Bayesian Nonparametic Methods. Journal of Financial Econometrics, 9 (3). pp. 519-549. ISSN 1479-8409. (doi:10.1093/jjfinec/nbq027) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:29595)

P

Poon, Aubrey, Zhu, Dan (2024) Do recessions and bear markets occur concurrently across countries? a multinomial logistic approach. Journal of Financial Econometrics, . Article Number nbae003. ISSN 1479-8409. E-ISSN 1479-8417. (doi:10.1093/jjfinec/nbae003) (KAR id:105077)

This list was generated on Thu Apr 18 22:31:20 2024 BST.