2

Galton's Error and the under-representation of systematic risk

Year:
1999
Language:
english
File:
PDF, 436 KB
english, 1999
3

Long memory options: LM evidence and simulations

Year:
2007
Language:
english
File:
PDF, 772 KB
english, 2007
5

Dynamic Generalized Linear Models and Bayesian Forecasting: Comment

Year:
1985
Language:
english
File:
PDF, 652 KB
english, 1985
6

Long-Term Dependence Characteristics of European Stock Indices

Year:
2003
Language:
english
File:
PDF, 587 KB
english, 2003
7

Liquidity and Simulation: A Survey of Liquidity Measures Using TraderEx

Year:
2014
Language:
english
File:
PDF, 376 KB
english, 2014
9

A Scientific View of Economic Data Analysis

Year:
1991
Language:
english
File:
PDF, 1.16 MB
english, 1991
11

Measurement Problems of Inflation Disaggregation

Year:
1985
Language:
english
File:
PDF, 373 KB
english, 1985
12

Persistence characteristics of the Chinese stock markets

Year:
2008
Language:
english
File:
PDF, 1.20 MB
english, 2008
13

Model Uncertainty, Complexity and Rank in Finance

Year:
2004
Language:
english
File:
PDF, 644 KB
english, 2004
14

The Fed's Consistent Monetary Policy: A Long Term Perspective

Year:
1996
Language:
english
File:
PDF, 516 KB
english, 1996
15

Why VAR Fails: Long Memory and Extreme Events in Financial Markets

Year:
2004
Language:
english
File:
PDF, 531 KB
english, 2004
16

Comment

Year:
1985
Language:
english
File:
PDF, 261 KB
english, 1985
17

Dynamic Risk Profile of the US Term Structure by Wavelet MRA

Year:
2003
Language:
english
File:
PDF, 374 KB
english, 2003
18

Explaining Recent Firm Growth in Dutch Horticulture

Year:
2018
Language:
english
File:
PDF, 915 KB
english, 2018
19

System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets

Year:
2004
Language:
english
File:
PDF, 658 KB
english, 2004
20

Persistence Characteristics of the Chinese Stock Markets

Year:
2005
Language:
english
File:
PDF, 920 KB
english, 2005
21

When to Put All Your Eggs in One Basket... When Diversification Increases Portfolio Risk!

Year:
2004
Language:
english
File:
PDF, 133 KB
english, 2004
22

Measuring the Degree of Financial Market Efficiency: An Essay

Year:
2004
Language:
english
File:
PDF, 1.65 MB
english, 2004
23

Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash

Year:
2004
Language:
english
File:
PDF, 420 KB
english, 2004
26

Measurement Problems of Inflation Disaggregation

Year:
1985
Language:
english
File:
PDF, 569 KB
english, 1985
29

Visualization of Chaos for Finance Majors

Year:
2001
Language:
english
File:
PDF, 687 KB
english, 2001
32

Reply to E.T. Jaynes' and A. Zellner's comments on my two articles

Year:
1992
Language:
english
File:
PDF, 1006 KB
english, 1992
33

Reply to Benzing's and Dunleavy's Comments on "A Scientific View of Economic Data Analysis"

Year:
1991
Language:
english
File:
PDF, 495 KB
english, 1991
34

Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

Year:
1999
Language:
english
File:
PDF, 550 KB
english, 1999