R.T. Baillie and R.J. Myers
F. Canova and T. Ito
T.K.Y. Lee and Y.K. Tse
G.J. Anderson
S. Jaggia
R. Baccouche and F. LaisneySoftware Reviews
S.P. Peterson
C. DineenBook Reviews
| Volume 6 Number 2 | April-June, 1991 |
|
Bivariate Garch Estimation of the Optimal Commodity Futures Hedge
R.T. Baillie and R.J. Myers | |
|
The Time-Series Properties of the Risk Premium in the Yen/Dollar
Exchange Market
F. Canova and T. Ito | |
|
Term Structure of Interest Rates in the Singapore Asian Dollar Market
T.K.Y. Lee and Y.K. Tse | |
|
Expenditure Allocation Across Nondurables, Services, Durables and
Savings: An Empirical Study of Separability in the Long Run
G.J. Anderson | |
|
Specification Tests Based on the Heterogeneous Generalized Gamma Model
of Duration: with an Application to Kennan's Strike Data
S. Jaggia | |
|
Describing the Separability Properties of Empirical Demand Systems
R. Baccouche and F. Laisney | |
|
Software Reviews | |
|
A Review of Stata 2.1
S.P. Peterson | |
|
Progressive Econometric Modelling (PERM): A Review
C. Dineen | |
|
Book Reviews | |
|
|
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© 2005 by John Wiley & Sons, Ltd. |
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