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Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000991637

International health expenditure and GDP : new multivariate cointegration data results

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Lead-lag effects when prices reveal cross-security information

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The market impact of short-sale constraints

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Essays on trade, growth and applied econometrics

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Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...

Persistent link: https://www.econbiz.de/10002199620

Success factors in asset management

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The association between accounting information and stock prices : model development and empirical tests based on Swedish data

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