Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C58: Financial Econometrics
0
- Peter C.B. Phillips & Ye Chen, undated, "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
- Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
None
- Borsuk, Marcin & Lepczyński, Błażej, undated, "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2021, issue 1, DOI: 10.22004/ag.econ.310286.
- Dissou Yazid, 2006, "Efficiency and Sectoral Distributional Impacts of Output-Based Emissions Allowances in Canada," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-33, September, DOI: 10.1515/1538-0645.1506.
- Meinl Thomas & Sun Edward W., 2012, "A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-24, September, DOI: 10.1515/1558-3708.1920.
Printed from https://ideas.repec.org/j/C58-40.html