Randomized unit root processes for modelling and forecasting financial time series: Theory and applications

Journal of Forecasting

Volumn 15, Issue 3, 1996, Pages 253-270

  Leybourne, Stephen J ^a   McCabe, Brendan P M ^b   Mills, Terence C ^c  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Bond yields; Random unit roots; Stock indices; Testing random coefficients

Indexed keywords

EID: 0011107017     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199604)15:3<253::AID-FOR622>3.0.CO;2-C     Document Type: Article

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