Narrow search
Showing 1 - 6 of 6
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
Cover Image
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin; Chen, Li-Hsueh; Hammoudeh, Shawkat; … - 2010
Persistent link: https://www.econbiz.de/10008760493
Cover Image
Bid-ask classification by switching regressions
Nyholm, Ken; Tanggaard, Carsten - 1997
Persistent link: https://www.econbiz.de/10000980185
Cover Image
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
Cover Image
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
Cover Image
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373124