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~person:"Chou, Ray Yeutien"
~person:"Chowdhury, Shah Saeed Hassan"
~subject:"Autokorrelation"
~subject:"Volatilität"
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Chou, Ray Yeutien
Chowdhury, Shah Saeed Hassan
Phillips, Peter C. B.
60
Lee, Lung-fei
43
Sun, Yixiao
36
Teräsvirta, Timo
30
Lanne, Markku
23
Baltagi, Badi H.
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Pesaran, M. Hashem
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Shin, Yongcheol
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Lieberman, Offer
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Pitarakis, Jean-Yves
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Prucha, Ingmar R.
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Ravazzolo, Francesco
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Robinson, Peter M.
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Rossi, Francesca
13
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12
Kelejian, Harry H.
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Medeiros, Marcelo C.
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11
Bec, Frédérique
11
Gouriéroux, Christian
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Magdalinos, Tassos
11
Sul, Donggyu
11
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11
Wang, Hansheng
11
Clements, Michael P.
10
Dijk, Dick van
10
Dueker, Michael
10
Jin, Sainan
10
Lucas, André
10
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Econometric analysis of financial and economic time series ; part a
1
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1
Journal of money, credit and banking : JMCB
1
Oxford bulletin of economics and statistics
1
Review of accounting & finance
1
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ECONIS (ZBW)
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Stock return autocorrelation, day of the week and volatility : an empirical investigation on the Saudi Arabian stock market
Chowdhury, Shah Saeed Hassan
;
Rahman, M. Arifur
; …
- In:
Review of accounting & finance
16
(
2017
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10011738464
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2
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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3
Behaviour of stock return autocorrelation in the GCC stock markets
Chowdhury, Shah Saeed Hassan
;
Rahman, M. Arifur
; …
- In:
Global business review
16
(
2015
)
5
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011409651
Saved in:
4
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
-
2006
Persistent link: https://www.econbiz.de/10003331381
Saved in:
5
Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
Saved in:
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