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2014
Mark Leverage effect for volatility with generalized Laplace error
Podgorski, Krzysztof ^LU and Javed, Farrukh ^LU (2014) In Economic Quality Control 29(2). p.157-166
- Contribution to journal › Article
Mark On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
Westerlund, Joakim ^LU (2014) In Computational Statistics & Data Analysis 69(January). p.40-53
- Contribution to journal › Article
Mark Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Westerlund, Joakim ^LU and Narayan, Paresh (2014) In Journal of Financial Econometrics
- Contribution to journal › Article