Articles
A New Test of the Martingale Difference Hypothesis
Chung-Ming Kuan and Wei-Ming Lee
Combining Forecasts with Nonparametric Kernel Regressions
Fuchun Li and Greg Tkacz
Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets
M. Dolores Robles-Fernandez, Luisa Nieto, and M. Angeles Fernandez
A Stochastic Version of Zeeman's Market Model
Thorsten Rheinlaender and Marcus Steinkamp
Linearizations and Equilibrium Correction Models
Gunnar Bårdsen, Stan Hurn, and Kenneth A. Lindsay
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity
Kurt Brannas and Jonas Nordstrom