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Browsing by Author Terrell, Richard

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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
TypeBook chapter
Date Published2009
Date Created-
01_Penm_Subset_autoregressive_maximum_2009.pdf.jpg

Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations

Author(s)Penm, Jack HW; Terrell, Richard
TypeBook chapter
Date Published2009
Date Created-

Testing PPP by means of ZNZ patterned VECM

Author(s)Brailsford, Timothy John; Penm, Jack HW; Terrell, Richard
TypeJournal article
Date Published2008
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
TypeJournal article
Date Published2006
Date Created-
01_Chen_The_impact_of_employee_Stock_2007.pdf.jpg

The impact of employee Stock ownership on firms' Investments and market Value

Author(s)Chen, Andrew; Kensinger, John W; Terrell, Richard
TypeJournal article
Date Published2007
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
TypeJournal article
Date Published2005
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
TypeJournal article
Date Published2004
Date Created-

The role of higher oil prices: A case of major developed countries

Author(s)O'Neill, Terence; Penm, Jack HW; Terrell, Richard
TypeBook chapter
Date Published2008
Date Created-

The role of housing activity:a case of major developed countries

Author(s)O'Neill, Terence; Penm, Jack HW; Terrell, Richard
TypeJournal article
Date Published2008
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
TypeJournal article
Date Published2004
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
TypeJournal article
Date Published2004
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
TypeJournal article
Date Published2001
Date Created-
01_Lin_Using_Zero-non-Zero_Patterned_2003.pdf.jpg

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
TypeJournal article
Date Published2003
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
TypeJournal article
Date Published2003
Date Created-

VECMX Forgetting Factor Modelling for Improving the Understanding of Aluminium Marketing Behaviour

Author(s)Agarwal, Aman; Penm, Jack HW; Terrell, Richard
TypeJournal article
Date Published2005
Date Created-

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