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2016
Mark A GARCH Model for Testing Market Efficiency
Westerlund, Joakim ^LU ; Narayan, Paresh and Liu, Puipeng (2016) In Journal of International Financial Markets, Institutions, and Money 41. p.121-138
- Contribution to specialist publication or newspaper › Specialist publication article
2015
Mark A Factor Analytical Approach to the Efficient Futures Market Hypothesis
Westerlund, Joakim ^LU ; Norkute, Milda ^LU and Narayan, Paresh (2015) In Journal of Futures Markets 35(4). p.357-370
- Contribution to journal › Article
2006
Mark Finite-Sample Stability of the KPSS Test
Jönsson, Kristian ^LU (2006) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper
Mark Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
Jönsson, Kristian ^LU (2006) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper
2005
Mark Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data
Jönsson, Kristian ^LU (2005) In Lund Economic Studies
- Thesis › Doctoral thesis (compilation)