Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278): Difference between revisions

@@ Property / cites work @@
+A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices
+Normal rank
@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
+Normal rank
@@ Property / cites work @@
+Cross-correlations between volume change and price change
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Residual-based tests for cointegration in models with regime shifts
+Normal rank
@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for two-regime threshold cointegration in vector error-correction models.
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Unit Roots, Cointegration, and Structural Change
@@ Property / cites work: Unit Roots, Cointegration, and Structural Change / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting and testing in co-integrated systems
@@ Property / cites work: Forecasting and testing in co-integrated systems / rank @@
+Normal rank