HACking at non-linearity : evidence from stocks and bonds
| Contribuinte(s) |
Robinson, T Christensen, M Fletcher, A |
|---|---|
| Data(s) |
2008
|
| Identificador | |
| Publicador |
Queensland University of Technology |
| Relação |
http://www.pbfeam2008.bus.qut.edu.au/papers/documents/RobertBianchi_Final.pdf Bianchi, Robert, Clements, Adam, & Drew, Michael (2008) HACking at non-linearity : evidence from stocks and bonds. In Robinson, T, Christensen, M, & Fletcher, A (Eds.) 16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008, 2-4 July 2008, Australia, Queensland, Brisbane. |
| Fonte |
QUT Business School; School of Economics & Finance |
| Palavras-Chave | #150200 BANKING FINANCE AND INVESTMENT #150202 Financial Econometrics #150205 Investment and Risk Management #Linearity, Nonlinear, Heteroskedasticity-robust tests, Autocorrelation-robust tests |
| Tipo |
Conference Paper |
