Working papers
- Testing for Additive Outliers in Seasonally Integrated Time Series
Niels Haldrup, Antonio Montañés and Andreu Sansó
DEA Working Paper No. 15, December 2005
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Suhejla Hoiti, Esfandiar Maasoumi, Michael McAleer and Daniel Slottje
DEA Working Paper No. 14, December 2005
- The KPSS Test with Two Structural Breaks
Josep Lluís Carrion-i-Silvestre and Andreu Sansó
DEA Working Paper No. 13, December 2005
- Asymmetric Multivariate Stochastic Volatility
Manabu Asai and Michael McAleer
DEA Working Paper No. 12, December 2005
- Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives
Michael McAleer, Riaz Shareef and Bernardo da Veiga
DEA Working Paper No. 11, December 2005
- Testing the Null of Cointegration with Structural Breaks
Josep Lluís Carrion-i-Silvestre and Andreu Sansó
DEA Working Paper No. 10, November 2005
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