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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Gonzalo, Jesús [jgonzalo]
Showing results 17 to 36 of 61
| Issue Date | Title | Author(s) | Type | | 8-Feb-2007 | The impact of heavy tails and comovements in downside-risk diversification | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Jul-2002 | Lag length estimation in large dimensional systems | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| 2006 | Large shocks vs. small shocks. (Or does size matter? May be so.) | Gonzalo, Jesús [jgonzalo]; Martínez, Oscar | article |
| Apr-2003 | Long-range dependence in Spanish political opinion poll series | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | article |
| 24-Mar-2010 | The making of Estimation of Common Long-Memory Components in Cointegrated Systems | Gonzalo, Jesús [jgonzalo] | article |
| 2008 | Modelling and Measuring Price Discovery in Commodity Markets | Figuerola-Ferretti, Isabel; Gonzalo, Jesús [jgonzalo] | workingPaper |
| May-2007 | Modelling and measuring price discovery in commodity markets | Figuerola-Ferretti, Isabel [ifgarrig]; Gonzalo, Jesús [jgonzalo] | workingPaper |
| 12-Mar-2010 | Modelling and measuring price discovery in commodity markets | Figuerola-Ferretti, Isabel [ifgarrig]; Gonzalo, Jesús [jgonzalo] | article |
| Jan-1996 | Multicointegration and present value relations | Engsted, Tom; Gonzalo, Jesús [jgonzalo]; Haldrup, Niels | workingPaper |
| Sep-1995 | No lack of relative power of the Dickey-Fuller tests for unit roots | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | workingPaper |
| May-1996 | Non-exact present value relations | Gonzalo, Jesús [jgonzalo]; González Rozada, Martín | workingPaper |
| Feb-1998 | On the exact moments of asymptotic distributions in an unstable Ar(1) with dependent errors | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Sep-1995 | On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| 2000 | On the robustness of cointegration tests when series are fractionally integrated | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | article |
| Jan-1996 | On the robustness of cointegration tests when series are fractionally integrated | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | workingPaper |
| 2008 | Permanent and transitory components of GDP and stock prices: further analysis | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy; Yang, Weiping | article |
| 25-May-2007 | Permanent and transitory components of GDP and stock prices: further analysis | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy; Yang, Weiping | workingPaper |
| Sep-1998 | Pitfalls in testing for long run relationships | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | article |
| 2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger | Swanson, Norman; Elliott, Graham; Ghysels, Eric; Gonzalo, Jesús [jgonzalo] | article |
| Feb-1996 | P-Values for non-standard distributions with an application to the DF test | Adda, Jerome; Gonzalo, Jesús [jgonzalo] | article |
Showing results 17 to 36 of 61
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