Items in eScholarship@BC will redirect to URBC, Boston College Libraries' new repository platform. eScholarship@BC is being retired in the summer of 2025. Any material submitted after April 15th, 2025, and all theses and dissertations from Spring semester 2025, will be added to URBC only.

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(1 - 10 of 11)

Pages

Title: Long Memory in the Greek Stock Market
Author: Barkoulas, John, Baum, Christopher, Travlos, Nickolas
Date: 1996
Genre: working paper

Title: Tests of conditional predictive ability
Author: Giacomini, Raffaella, White, Halbert
Date: 2003
Genre: working paper

Title: A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Author: Bai, Jushan, Ng, Serena
Date: 2001
Genre: working paper

Title: A PANIC Attack on Unit Roots and Cointegration
Author: Bai, Jushan, Ng, Serena
Date: 2001
Genre: working paper

Title: Hypernormal Densities
Author: Giacomini, Raffaella, Gottschling, Andreas, Haefke, Christian, White, Halbert
Date: 2002
Genre: working paper

Title: Estimation of TAR Models
Author: Hansen, Bruce
Date: 1996
Genre: working paper

Title: Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Author: Baum, Christopher F., Zerilli, Paola, Chen, Liyaun
Date: 2019
Genre: working paper

Title: Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
Author: Giacomini, Raffaella
Date: 2002
Genre: working paper

Title: Evaluation and Combination of Conditional Quantile Forecasts
Author: Giacomini, Raffaella, Komunjer, Ivana
Date: 2003
Genre: working paper

Title: Aggregation of Space-Time Processes
Author: Giacomini, Raffaella, Granger, Clive
Date: 2002
Genre: working paper

Pages