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person:"Heckman, James J."
subject:"Theory"
~isPartOf:"Discussion paper in financial economics : FE"
~person:"Pesaran, M. Hashem"
~person:"Sola, Martin"
~subject:"Cross-section analysis"
~type_genre:"Graue Literatur"
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Heckman, James J.
Pesaran, M. Hashem
Sola, Martin
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Discussion paper in financial economics : FE
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
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1995
Persistent link: https://www.econbiz.de/10000930379
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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