Narrow search
Showing 1 - 10 of 11
Cover Image
Statistical modelling of asymmetric risk in asset returns
Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995
Persistent link: https://www.econbiz.de/10000924260
Cover Image
Public consumption and unemployment
Gylfi Zoega - 1994
Persistent link: https://www.econbiz.de/10000930369
Cover Image
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930376
Cover Image
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377
Cover Image
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
Cover Image
Consumption, financial liberalisation and income shocks : what can we learn from the UK?
Miles, David - 1993
Persistent link: https://www.econbiz.de/10000932126
Cover Image
Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
Cover Image
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
Cover Image
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
Cover Image
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