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Browsing by Author Terrell, R.D

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Workingpaper99-06.pdf.jpg

A Robust Algorithm in Sequentially Selecting Subset Time-Series Systems Using Neural Networks

Author(s)Penm, Jack H.W; Brailsford, Tim; Terrell, R.D
TypeWorking/Technical Paper
Date Published1999
Date Created1999
Workingpaper00-02.pdf.jpg

The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market

Author(s)Penm, Jack H.W; Brailsford, Tim; Terrell, R.D
TypeWorking/Technical Paper
Date Published-
Date Created2000
Workingpaper00-11.pdf.jpg

Zero-non-zero Patterned Vector Error Correction Modelling for I(2) Cointegrated Time-Series with Applications in Testing PPP and Stock Market Relationships

Author(s)Penm, Jack H.W; Brailsford, Tim; Terrell, R.D
TypeWorking/Technical Paper
Date Published-
Date Created2000
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