C32 - Time-Series Models

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 11-19 of 19 total displayed.

Past content

Articles
Downside Risk

Andrew Ang, Joseph Chen, and Yuhang Xing
Rev. Financ. Stud. 2006; 19: 1191-1239. [Abstract] [Full text] [PDF]  

Articles
Multivariate Lagrange Multiplier Tests for Fractional Integration

Morten Ørregaard Nielsen
J. Financial Econometrics 2005; 3: 372-398. [Abstract] [Full text] [PDF]  

Articles
Nonparametric Tests for Positive Quadrant Dependence

Michel Denuit and Olivier Scaillet
J. Financial Econometrics 2004; 2: 422-450. [Abstract] [Full text] [PDF]  

Articles
Fourth Moment Structure of Multivariate GARCH Models

Christian M. Hafner
J. Financial Econometrics 2003; 1: 26-54. [Abstract] [PDF]  

Articles
Time Inhomogeneous Multiple Volatility Modeling

Wolfgang Härdle, Helmut Herwartz, and Vladimir Spokoiny
J. Financial Econometrics 2003; 1: 55-95. [Abstract] [PDF]  

Articles
Combining time-varying and dynamic multi-period optimal hedging models

Michael S. Haigh and Matthew T. Holt
Eur. Rev. Agric. Econ. 2002; 29: 471-500. [Abstract] [PDF]  

Articles
Identification by full adjustment: evidence from the relationship between futures and spot prices

W. Erno Kuiper, Joost M. E. Pennings, and Matthew T. G. Meulenberg
Eur. Rev. Agric. Econ. 2002; 29: 67-84. [Abstract] [PDF]  

Articles
Health information and the demand for meat in Spain

Monia Ben Kaabia, Ana M. Angulo, and José M. Gil
Eur. Rev. Agric. Econ. 2001; 28: 499-517. [Abstract] [PDF]  

Articles
Intriguing pendula: founding metaphors in the analysis of economic fluctuations

F Louçã
Camb. J. Econ. 2001; 25: 25-55. [Abstract] [PDF]  

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