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A note on minimax robustness of designs against correlated or heteroscedastic responses.
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- Biometrika, 2024, v. 111, n. 3, p. 1071, doi. 10.1093/biomet/asae001
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- Article
A Truncated Mixture Transition Model for Interval-Valued Time Series.
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- Journal of Financial Econometrics, 2024, v. 22, n. 4, p. 1130, doi. 10.1093/jjfinec/nbad022
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- Article
Endogenous Volatility in the Foreign Exchange Market.
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- Journal of Financial Econometrics, 2024, v. 22, n. 4, p. 773, doi. 10.1093/jjfinec/nbad008
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- Article
Equivalence scales in a developing country with extensive inequality.
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- South African Journal of Economics, 2022, v. 90, n. 4, p. 486, doi. 10.1111/saje.12326
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- Article
IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH.
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- South African Journal of Economics, 2012, v. 80, n. 4, p. 459, doi. 10.1111/j.1813-6982.2012.01319.x
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- Article
RISK-RETURN TRADE-OFF AND BEHAVIOUR OF VOLATILITY ON THE SOUTH AFRICAN STOCK MARKET: EVIDENCE FROM BOTH AGGREGATE AND DISAGGREGATE DATA.
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- South African Journal of Economics, 2012, v. 80, n. 3, p. 345, doi. 10.1111/j.1813-6982.2012.01328.x
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- Article
MODELLING SOUTH AFRICAN CURRENCY CRISES AS STRUCTURAL CHANGES IN THE VOLATILITY OF THE RAND.
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- South African Journal of Economics, 2009, v. 77, n. 3, p. 363, doi. 10.1111/j.1813-6982.2009.01215.x
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- Article
DETERMINANTS OF SOUTH AFRICA-US INTRA-INDUSTRY TRADE IN SERVICES: A WILD BOOTSTRAP DYNAMIC PANEL DATA ANALYSIS.
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- South African Journal of Economics, 2007, v. 75, n. 3, p. 521, doi. 10.1111/j.1813-6982.2007.00136.x
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- Article
Dynamic Profile Monitoring for Flooding Prognosis in Packed Columns.
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- Chemical Engineering & Technology, 2019, v. 42, n. 6, p. 1232, doi. 10.1002/ceat.201800435
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- Article
Heteroskedasticity tuned mixed-norm sparse regularization for face hallucination.
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- Multimedia Tools & Applications, 2016, v. 75, n. 24, p. 17273, doi. 10.1007/s11042-015-2996-4
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- Article
Multistep temperature prediction for proactive thermal management on chip multiprocessors.
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- Journal of Supercomputing, 2021, v. 77, n. 8, p. 8967, doi. 10.1007/s11227-020-03611-5
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- Article
A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques.
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- Oxford Bulletin of Economics & Statistics, 1984, v. 46, n. 2, p. 181, doi. 10.1111/j.1468-0084.1984.mp46002005.x
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- Article
TABLES OF CRITICAL VALUES FOR A BETA APPROXIMATION TO SZROETER'S STATISTIC FOR TESTING FOR HETEROSCEDASTICITY.
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- Oxford Bulletin of Economics & Statistics, 1982, v. 44, n. 2, p. 159, doi. 10.1111/j.1468-0084.1982.mp44002005.x
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- Article
A NOTE ON SZROETER'S BOUNDS TEST.
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- Oxford Bulletin of Economics & Statistics, 1981, v. 43, n. 3, p. 315, doi. 10.1111/j.1468-0084.1981.mp43003006.x
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- Article
LOGNORMALITY AND THE PRINCIPLE OF TRANSFERS.
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- Oxford Bulletin of Economics & Statistics, 1980, v. 42, n. 3, p. 263, doi. 10.1111/j.1468-0084.1980.mp42003008.x
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- Article
THE SMALL SAMPLE PERFORMANCE OF THE SZROETER BOUNDS TEST FOR HETEROSCEDASTICITY AND A SIMPLE TEST FOR USE WHEN SZROETER'S TEST IS INCONCLUSIVE.
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- Oxford Bulletin of Economics & Statistics, 1980, v. 42, n. 3, p. 235, doi. 10.1111/j.1468-0084.1980.mp42003004.x
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- Article
Contagion, Spillover, and Interdependence.
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- Economía, 2019, v. 19, n. 2, p. 69, doi. 10.1353/eco.2019.0002
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- Article
Modeling and Forecasting the Third wave of Covid-19 Incidence Rate in Nigeria Using Vector Autoregressive Model Approach.
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- Journal of Nigerian Society of Physical Sciences, 2022, v. 4, n. 1, p. 117, doi. 10.46481/jnsps.2022.431
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- Article
A novel hybrid model of ARIMA‐MCC and CKDE‐GARCH for urban short‐term traffic flow prediction.
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- IET Intelligent Transport Systems (Wiley-Blackwell), 2022, v. 16, n. 2, p. 206, doi. 10.1049/itr2.12138
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- Article
Hurst scaling with crossover of a drought indicator: a case study in Belem and Manaus, Brazil.
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- Natural Hazards, 2022, v. 110, n. 1, p. 69, doi. 10.1007/s11069-021-04937-w
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- Article
Research on differences of spillover effects between international crude oil price and stock markets in China and America.
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- Natural Hazards, 2017, v. 88, n. 1, p. 575, doi. 10.1007/s11069-017-2881-8
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- Article
Estimating a Multilevel Dominant Height--Age Model from Nested Data with Generalized Errors.
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- Forest Science, 2011, v. 57, n. 2, p. 102, doi. 10.1093/forestscience/57.2.102
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- Article
Effects of Timber Prices, Ownership Objectives, and Owner Characteristics on Timber Supply.
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- Forest Science, 2009, v. 55, n. 6, p. 512, doi. 10.1093/forestscience/55.6.512
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- Article
Few and Not So Far Between: A Meta-analysis of Climate Damage Estimates.
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- Environmental & Resource Economics, 2017, v. 68, n. 1, p. 197, doi. 10.1007/s10640-017-0166-z
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- Article
The Influence of Design Dimensions on Stated Choices in an Environmental Context.
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- Environmental & Resource Economics, 2015, v. 61, n. 3, p. 385, doi. 10.1007/s10640-014-9797-5
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- Article
Neglected biological patterns in the residuals.
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- Behavioral Ecology & Sociobiology, 2011, v. 65, n. 12, p. 2361, doi. 10.1007/s00265-011-1254-7
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- Article
Expected Drawdown Management: An Ex-Ante, Long-Term Approach to Portfolio Construction.
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- Journal of Wealth Management, 2016, v. 18, n. 4, p. 65, doi. 10.3905/jwm.2016.18.4.065
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- Article
Modeling the Variability of Sydney Harbor Wind Measurements.
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- Journal of Applied Meteorology (1988), 2003, v. 42, n. 8, p. 1131, doi. 10.1175/1520-0450(2003)042<1131:MTVOSH>2.0.CO;2
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- Article
Dynamics of volatility and comovement in Indian industrial sector: Evidence from the DCC‐MGARCH model.
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- Journal of Public Affairs (14723891), 2022, v. 22, n. 3, p. 1, doi. 10.1002/pa.2550
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- Article
Two-Stage Method Based on Local Polynomial Fitting for a Linear Heteroscedastic Regression Model and Its Application in Economics.
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- Discrete Dynamics in Nature & Society, 2012, p. 1, doi. 10.1155/2012/696927
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GARCH Generated Volatility Indices of Bitcoin and CRIX.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 6, p. 1, doi. 10.3390/jrfm13060121
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On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 3, p. 1, doi. 10.3390/jrfm12030117
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- Article
Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data--Under Conditional Heteroskedasticity Framework.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020074
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Sentiment-Induced Bubbles in the Cryptocurrency Market.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020053
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Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 1, p. 1, doi. 10.3390/jrfm12010038
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Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020016
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- Article
EFECTO INCRUSTACIÓN EN LA VALORACIÓN DE BIENES CULTURALES, UNA APLICACIÓN DE VALORACIÓN CONTINGENTE A LA PINACOTECA DE LA UNIVERSIDAD DE CONCEPCIÓN.
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- Economía y Administración, 2009, v. 46, n. 72, p. 64
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- Article
SELECTING BETWEEN AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY MODELS: AN EMPIRICAL APPLICATION TO THE VOLATILITY OF STOCK RETURNS IN PERU.
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- Economic Analysis Review / Revista de Análisis Económico, 2017, v. 32, n. 1, p. 69
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- Article
Analysis of SF-6D Health State Utility Scores: Is Beta Regression Appropriate?
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- Healthcare (2227-9032), 2020, v. 8, n. 4, p. 525, doi. 10.3390/healthcare8040525
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- Article
Power and Design Issues in Crossover-Based N-Of-1 Clinical Trials with Fixed Data Collection Periods.
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- Healthcare (2227-9032), 2019, v. 7, n. 3, p. 84, doi. 10.3390/healthcare7030084
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- Article
BOARD CHARACTERISTICS AND FIRM PERFORMANCE: EMPIRICAL EVIDENCE FROM TURKEY.
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- Journal of University of Duhok, 2018, v. 21, n. 1, p. 23, doi. 10.26682/hjuod.2018.21.1.23
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- Article
Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach.
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- Baghdad Science Journal, 2024, v. 21, n. 2, p. 511, doi. 10.21123/bsj.2023.7489
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- Article
BİST Şehir Endekslerinde Ay İçi ve Ay Dönümü Anomalilerinin İncelenmesi.
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- Itobiad: Journal of the Human & Social Science Researches / İnsan ve Toplum Bilimleri Araştırmaları Dergisi, 2019, v. 8, n. 4, p. 3114, doi. 10.15869/itobiad.633844
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Intergenerational effects of overfeeding on aversive learning in zebrafish (Danio rerio).
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- Ecology & Evolution (20457758), 2022, v. 12, n. 10, p. 1, doi. 10.1002/ece3.9423
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- Article
Heteroskedasticity as a leading indicator of desertification in spatially explicit data.
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- Ecology & Evolution (20457758), 2015, v. 5, n. 11, p. 2185, doi. 10.1002/ece3.1510
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- Article
On Unmodeled Breaks in the Turn of the Year, Turn of the Month, and January Effects.
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- Financial Review, 2017, v. 52, n. 4, p. 725, doi. 10.1111/fire.12145
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- Article
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets.
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- Financial Review, 2017, v. 52, n. 1, p. 145, doi. 10.1111/fire.12116
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- Article
New Evidence on Sources of Leverage Effects in Individual Stocks.
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- Financial Review, 2015, v. 50, n. 3, p. 331, doi. 10.1111/fire.12069
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- Article
Refining the degree of earnings surprise: A comparison of statistical and analysts' forecasts.
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- Financial Review, 1995, v. 30, n. 3, p. 469, doi. 10.1111/j.1540-6288.1995.tb00842.x
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- Article
Relação entre a estrutura de capital e a política de dividendos nas empresas brasileiras quenegociam American Depositary Receipts (ADR's).
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- REUNIR: Revista de Administração, Contabilidade e Sustentabilidade, 2022, v. 12, n. 1, p. 87, doi. 10.18696/reunir.v12i1.1256
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- Article