Publisher: John Wiley & Sons Inc
E-ISSN: 1368-423x|18|1|117-136
ISSN: 1368-4221
Source: THE ECONOMETRICS JOURNAL, Vol.18, Iss.1, 2015-02, pp. : 117-136
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Combining time series models for forecasting
International Journal of Forecasting, Vol. 20, Iss. 1, 2004-01 ,pp. :
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 3, 2004-06 ,pp. :
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
THE JOURNAL OF FINANCE, Vol. 59, Iss. 3, 2004-06 ,pp. :
Testing for a unit root in a time series with mean shifts
Applied Economics Letters, Vol. 3, Iss. 10, 1996-10 ,pp. :