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Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
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Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379
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Optimization techniques : proceedings of the 8th IFIP Conference on Optimization Techniques, Würzburg, September 5 - 9, 1977
Stoer, Josef (contributor) - 1978
Persistent link: https://www.econbiz.de/10000108335
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Optimization techniques ; Part 1
Stoer, Josef (contributor) - 1978
Persistent link: https://www.econbiz.de/10000109968
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Optimization techniques ; Pt. 2
Stoer, Josef (contributor) - 1978
Persistent link: https://www.econbiz.de/10000109969
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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A theoretical analysis of trading rules : an application to the moving average case with Markovian returns
Acar, Emmanuel; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924259
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807