The invariance principle for linear processes with applications

von Wang, Qiying
Veröffentlicht in Econometric theory (2002)

Asymptotics for general fractionally integrated processes with applications to unit root tests

von Wang, Qiying
Veröffentlicht in Econometric theory (2003)

Scaling by the square-root-of-time rule : an empirical investigation using five market indexes

von Cameron, James
Veröffentlicht in Journal of risk (2016)

Cointegration between exchange rates : a generalized linear cointegration model

von Lin, Yan-xia
Veröffentlicht in Journal of multinational financial management (1998)

Trading/trading-restricted and business/nonbusiness days in market return models

Veröffentlicht in Economic and financial modeling of markets, institutions and instruments (2014)

Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates

Veröffentlicht in Journal of forecasting (2002)