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~person:"Lu, Yang K."
~person:"Ng, Serena"
~subject:"Kapitaleinkommen"
~subject:"Kaufkraftparität"
~type_genre:"Aufsatz in Zeitschrift"
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Lu, Yang K.
Ng, Serena
Perron, Pierre
8
Chun, Sungju
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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
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2
PPP may not hold afterall : a further investigation
Ng, Serena
;
Perron, Pierre
- In:
Annals of economics and finance
3
(
2002
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001731872
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