Browsing by Author Terrell, Richard
Showing results 26 to 40 of 40
Sparse patterned moving-average modelling and its applications in both direct and indirect granger-causality
Author(s) | Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2009 |
Date Created | - |
Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations
Author(s) | Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2009 |
Date Created | - |
Testing PPP by means of ZNZ patterned VECM
Author(s) | Brailsford, Timothy John; Penm, Jack HW; Terrell, Richard |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates
Author(s) | Penm, Jack HW; Terrell, Richard; Brailsford, Timothy John |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
The impact of employee Stock ownership on firms' Investments and market Value
Author(s) | Chen, Andrew; Kensinger, John W; Terrell, Richard |
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Type | Journal article |
Date Published | 2007 |
Date Created | - |
The Relationship and Causality Testing between Diversification, Risk and Financial Performance: Empirical Examiniation in Taiwan's Banking Industry
Author(s) | Lin, Shu-Ling (Sherry); Wu, Soushan; Penm, Jack HW, et al |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets
Author(s) | Wong, Wing-Keung; Penm, Jammie H C; Terrell, Richard, et al |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
The role of higher oil prices: A case of major developed countries
Author(s) | O'Neill, Terence; Penm, Jack HW; Terrell, Richard |
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Type | Book chapter |
Date Published | 2008 |
Date Created | - |
The role of housing activity:a case of major developed countries
Author(s) | O'Neill, Terence; Penm, Jack HW; Terrell, Richard |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable
Author(s) | O'Neill, Terence; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor
Author(s) | Brailsford, Timothy John; Hyung, Namwon; Penm, Jammie H C, et al |
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Type | Journal article |
Date Published | 2004 |
Date Created | - |
Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets
Author(s) | Penm, Jack HW; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2001 |
Date Created | - |
Using Zero-non-Zero Patterned Vector Autoregressive Modelling to Test for Causality between Money Supply, GDP Growth, The London Stock Market Index and the Euro Exchange Rate
Author(s) | Lin, Edward J Y; Penm, Jack HW; Terrell, Richard, et al |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium
Author(s) | Agarwal, Aman; Penm, Jammie H C; Terrell, Richard |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
VECMX Forgetting Factor Modelling for Improving the Understanding of Aluminium Marketing Behaviour
Author(s) | Agarwal, Aman; Penm, Jack HW; Terrell, Richard |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
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