Narrow search
Showing 1 - 6 of 6
Cover Image
Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance; Sarkar, Saikat; Kanto, Antti Jaakko - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10010347338
Cover Image
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Cover Image
Return-volatility relationship in high frequency data : multiscale horizon dependency
Lee, Jihyun; Kim, Tong Suk; Lee, Hoe-kyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009515567
Cover Image
The asymmetric reverting property of stock returns
Nam, Kiseok (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10001790050
Cover Image
Testing the expectations theory of the term structure of interest rates using model-selection methods
Chao, John C. (contributor); Chiao, Chaoshin (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 95-108
Persistent link: https://www.econbiz.de/10001769671
Cover Image
A new recognition algorithm for "head-and-shoulders" price patterns
Chong, Terence Tai-Leung; Poon, Ka-Ho - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-18
Persistent link: https://www.econbiz.de/10011897602