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subject:"USA"
~isPartOf:"Economics letters"
~person:"Ardia, David"
~person:"Longin, François M."
~subject:"Börsenkurs"
~subject:"Frequency"
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Ardia, David
Longin, François M.
Gupta, Rangan
6
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3
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2
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Economics letters
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1
Minimal returns and the breakdown of the price-volume relation
Balduzzi, Pierluigi
- In:
Economics letters
50
(
1996
)
2
,
pp. 265-269
Persistent link: https://www.econbiz.de/10001197571
Saved in:
2
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
3
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
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