Narrow search
Showing 1 - 10 of 11
Cover Image
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
Cover Image
Entrepreneurial incentives in stock market economies
Acharya, Viral V. (contributor); Bisin, Alberto (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700350
Cover Image
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
Cover Image
Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
Cover Image
Exchange rate volatility and international trade : a general equilibrium analysis
Sercu, Piet (contributor); Uppal, Raman (contributor) - 1998 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
Cover Image
Return dynamics when persistence is unobservable
Johnson, Timothy C. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Cover Image
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea (contributor);  … - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Cover Image
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Cover Image
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Cover Image
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376