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person:"Lakonishok, Josef"
~isPartOf:"Computational economics"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
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Lakonishok, Josef
Caporale, Guglielmo Maria
Bollerslev, Tim
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
2
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
3
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
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