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Journal

Journal of Time Series Analysis

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Collection

ISSN: 01439782

Published by Blackwell Publishing Ltd.

Unit roots in periodic autoregressions Article

Journal of Time Series Analysis, 221-245.

Ph.H.B.F. Franses (Philip Hans) and H.P. Boswijk (Peter)

January 1996
Testing for unit roots and non-linear transformations Article

Journal of Time Series Analysis, 147-164.

Ph.H.B.F. Franses (Philip Hans) and M.J. McAleer (Michael)

January 1998
Residual-based tests for fractional cointegration A Monte Carlo study Article

Journal of Time Series Analysis, 21(6), 615-647.

I. Dittmann (Ingolf)

November 2000
Error correction models for fractionally integrated processes Article

Journal of Time Series Analysis, 25(1), 27-32.

I. Dittmann (Ingolf)

January 2004
Volatility Modeling with a Generalized t Distribution Article

Journal of Time Series Analysis

R.-J. Lange (Rutger-Jan) and A. Harvey (Anne)

November 2016
Modeling the Interactions between Volatility and Returns using EGARCH-M Article

Journal of Time Series Analysis

A.C. Harvey (Andrew) and R.-J. Lange (Rutger-Jan)

January 2018

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