Items where Author is "Byers, J D"

Byers, J D and Peel, D A (2003) Another example of a non-linear time series with misleading linear properties. Applied Economics Letters, 10 (1). 47 - 51. ISSN 1350-4851

Byers, J D and Peel, D A (2001) Volatility persistence in asset markets: long memory in high/low prices. Applied Financial Economics, 11 (3). 253 - 260. ISSN 0960-3107

Byers, J D and Peel, D (1994) Linear and Non Linear Models of Economic Time Series. An introduction with applications to industrial economics. In: Current Issues in Industrial Economics :. Macmillan, London, pp. 227-259. ISBN 0333560825