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subject:"Risk"
~institution:"Birkbeck College / Department of Economics"
~institution:"Foerder Institute for Economic Research <Tēl-Āvîv>"
~institution:"Universität Mannheim"
~isPartOf:"Discussion paper in financial economics : FE"
~subject:"Share price"
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Birkbeck College / Department of Economics
Foerder Institute for Economic Research <Tēl-Āvîv>
Universität Mannheim
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
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1995
Persistent link: https://www.econbiz.de/10000924260
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2
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
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1995
Persistent link: https://www.econbiz.de/10000924816
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3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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4
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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5
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
6
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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