Gil-Alana, L. A.; Nazarski, M. Strong dependence in the nominal exchange rates of the Polish zloty. (English) Zbl 1148.91331 Appl. Stoch. Models Bus. Ind. 23, No. 2, 97-116 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 PDFBibTeX XMLCite \textit{L. A. Gil-Alana} and \textit{M. Nazarski}, Appl. Stoch. Models Bus. Ind. 23, No. 2, 97--116 (2007; Zbl 1148.91331) Full Text: DOI
Gil-Alana, L. A. Measuring length of business cycles across countries using a new non-stationary unit-root cyclical approach. (English) Zbl 1113.91038 Appl. Stoch. Models Bus. Ind. 22, No. 4, 385-395 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B84 91B70 62P20 PDFBibTeX XMLCite \textit{L. A. Gil-Alana}, Appl. Stoch. Models Bus. Ind. 22, No. 4, 385--395 (2006; Zbl 1113.91038) Full Text: DOI
Sampietro, Stefano Bayesian analysis of mixture of autoregressive components with an application to financial market volatility. (English) Zbl 1115.62088 Appl. Stoch. Models Bus. Ind. 22, No. 3, 225-242 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 91B28 62F15 62P05 65C40 PDFBibTeX XMLCite \textit{S. Sampietro}, Appl. Stoch. Models Bus. Ind. 22, No. 3, 225--242 (2006; Zbl 1115.62088) Full Text: DOI
Srinivasan, Shuba; Bass, Frank M. Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares. (English) Zbl 1074.91597 Appl. Stoch. Models Bus. Ind. 16, No. 3, 159-177 (2000). Reviewer: N. M. Zinchenko (Kyïv) MSC: 91B84 62M10 62P20 PDFBibTeX XMLCite \textit{S. Srinivasan} and \textit{F. M. Bass}, Appl. Stoch. Models Bus. Ind. 16, No. 3, 159--177 (2000; Zbl 1074.91597) Full Text: DOI