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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
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Determinants of profitability in European manufacturing and services : evidence from a dynamic panel model
Goddard, John A.; Tavakoli, Manouche; Wilson, John O. S. - In: Applied financial economics 15 (2005) 18, pp. 1269-1282
Persistent link: https://www.econbiz.de/10003229102
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Interdependence between the US and major European equity markets : evidence from spectral analysis
Asēmakopulos, Iōannēs; Goddard, John A.; … - In: Applied financial economics 10 (2000) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10001525795
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The relationship between the S&P 500 spot and futures indices : brothers or cousins?
Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng - In: Applied financial economics 16 (2006) 5, pp. 405-412
Persistent link: https://www.econbiz.de/10003289287
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Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng; Chiu, Chien-liang; Lee, Mingchih - In: Applied financial economics 16 (2006) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
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What drives the performance of cooperative financial institutions? : evidence for US credit unions
Goddard, John A.; McKillop, Donal G.; Wilson, John O. S. - In: Applied financial economics 18 (2008) 10/12, pp. 879-893
Persistent link: https://www.econbiz.de/10003739491
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839