Robert Sollis

Robert Sollis

Newcastle University - Newcastle upon Tyne / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1328614
University of Newcastle upon Tyne
person_outline Robert Sollis's MOST POPULAR ARTICLES
1-) Applied Time Series Modelling and Forecasting.R Harris, R Sollis20152003
2-) A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countriesR SollisEconomic modelling 26 (1), 118-125, 20092752009
3-) Tests for explosive financial bubbles in the presence of non-stationary volatilityDI Harvey, SJ Leybourne, R Sollis, AMR TaylorJournal of Empirical Finance 38, 548-574, 20161552016
4-) Tests for symmetric and asymmetric nonlinear mean reversion in real exchange ratesR Sollis, S Leybourne, P NewboldJournal of Money, Credit and Banking, 686-700, 20021522002
5-) Asymmetric adjustment and smooth transitions: a combination of some unit root testsR SollisJournal of time series analysis 25 (3), 409-417, 20041372004