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Results:
1-7
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Results: 7
Authors:
ABHYANKAR A
COPELAND LS
WONG W
Citation: A. Abhyankar et al., UNCOVERING NONLINEAR STRUCTURE IN REAL-TIME STOCK-MARKET INDEXES - THE S-AND-P-500, THE DAX, THE NIKKEI-225, AND THE FTSE-100, Journal of business & economic statistics, 15(1), 1997, pp. 1-14
Authors:
ABHYANKAR A
COPELAND LS
WONG W
Citation: A. Abhyankar et al., MOMENT CONDITION FAILURE IN IN HIGH-FREQUENCY FINANCIAL DATA - EVIDENCE FROM THE S-AND-P 500, Applied economics letters, 2(8), 1995, pp. 288-290
Authors:
MOORE MJ
COPELAND LS
Citation: Mj. Moore et Ls. Copeland, A COMPARISON OF JOHANSEN AND PHILLIPS-HANSEN COINTEGRATION TESTS OF FORWARD MARKET-EFFICIENCY BAILLIE AND BOLLERSLEV REVISITED, Economics letters, 47(2), 1995, pp. 131-135
Authors:
ABHYANKAR A
COPELAND LS
WONG W
Citation: A. Abhyankar et al., NONLINEAR DYNAMICS IN REAL-TIME EQUITY MARKET INDEXES - EVIDENCE FROMTHE UNITED-KINGDOM, Economic journal, 105(431), 1995, pp. 864-880
Authors:
COPELAND LS
WANG PJ
Citation: Ls. Copeland et Pj. Wang, ESTIMATING DAILY SEASONALITY IN FOREIGN-EXCHANGE RATE CHANGES, Journal of forecasting, 13(6), 1994, pp. 519-528
Authors:
COPELAND LS
WANG PJ
Citation: Ls. Copeland et Pj. Wang, ESTIMATING DAILY SEASONALS IN FINANCIAL TIME-SERIES - THE USE OF HIGH-PASS SPECTRAL FILTERS, Economics letters, 43(1), 1993, pp. 1-4
Authors:
LEVIN EJ
COPELAND LS
Citation: Ej. Levin et Ls. Copeland, READING THE MESSAGE FROM THE UK INDEXED BOND MARKET - REAL INTEREST-RATES, EXPECTED INFLATION AND THE RISK PREMIUM, Manchester School of Economic and Social Studies, 61, 1993, pp. 13-34
Risultati:
1-7
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