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Impacts of stock splits on transaction costs under different tick size regimes
Wu, Yu; Krehbiel, Timothy L.; Brorsen, B. Wade - In: Applied economics letters 18 (2011) 7/9, pp. 729-733
Persistent link: https://www.econbiz.de/10009230907
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Stochastic volatility, liquidity and intraday information flow
Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: Journal of empirical finance 17 (2010) 2, pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
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ARCH and structural breaks in United States inflation
Russell, Bill - In: Applied economics letters 21 (2014) 13/15, pp. 973-978
Persistent link: https://www.econbiz.de/10010418287
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The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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IGARCH models and structural breaks
Caporale, Guglielmo Maria; Pittis, Nikitas; Spagnolo, Nicola - In: Applied economics letters 10 (2003) 12, pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.; Hyung, Namwon - In: Journal of empirical finance 11 (2004) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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Market timing and return prediciton under model instability
Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
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Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
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Structural breaks in the US inflation process : a further investigation
Jouini, J.; Boutahar, Mohamed - In: Applied economics letters 10 (2003) 15, pp. 985-988
Persistent link: https://www.econbiz.de/10001876724