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Journal of empirical finance
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Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre
;
Chun, Sungju
;
Vodounou, Cosmé
- In:
Journal of empirical finance
20
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
Saved in:
2
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
3
Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Perron, Pierre
;
Vodounou, Cosmé
- In:
Journal of empirical finance
11
(
2004
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10001981312
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