Michael McCrae
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Size and power of cointegration tests with non-normal GARCH error distributions | 2015-06-22 | Paper |
| Evaluating the volatility forecasting performance of best fitting GARCH models in emerging Asian stock markets | 2015-02-06 | Paper |
| Loss protection in pairs trading through minimum profit bounds: A cointegration approach Journal of Applied Mathematics and Decision Sciences | 2008-11-20 | Paper |
| A case study of the residual-based cointegration procedure Journal of Applied Mathematics and Decision Sciences | 2004-05-27 | Paper |
| The effects of \(I(1)\) series on cointegration inference Journal of Applied Mathematics and Decision Sciences | 2004-03-25 | Paper |
| scientific article; zbMATH DE number 1907870 (Why is no real title available?) | 2003-06-09 | Paper |
Research outcomes over time
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