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Items where Author is "Nankervis, John C"

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Article

Nankervis, John C and Savin, Nathan E (2012) 'Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests.' Econometrics Journal, 15 (3). pp. 516-534. ISSN 1368-4221

Chortareas, Georgios E and Jiang, Ying and Nankervis, John C (2011) 'Forecasting exchange rate volatility using high-frequency data: Is the euro different?' International Journal of Forecasting, 27 (4). pp. 1089-1107. ISSN 0169-2070

Chortareas, Georgios E and Jiang, Ying and Nankervis, John C (2011) 'The random-walk behavior of the Euro exchange rate.' Finance Research Letters, 8 (3). pp. 158-162. ISSN 1544-6123

Nankervis, John C and Savin, N E (2010) 'Testing for Serial Correlation: Generalized Andrews–Ploberger Tests.' Journal of Business and Economic Statistics, 28 (2). pp. 246-255. ISSN 0735-0015

This list was generated on Tue Aug 11 08:34:38 2020 BST.