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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - In: The review of economics and statistics 81 (1999) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
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SOES trading and market volatility
Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
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Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
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Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul - In: Applied financial economics 7 (1997) 5, pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
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Another look at models of the short-term interest rate
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
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Empirical tests of chaotic dynamics in market volatility
Sengupta, Jati K. - In: Applied financial economics 5 (1995) 5, pp. 291-300
Persistent link: https://www.econbiz.de/10001189982
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A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen - In: Applied financial economics 8 (1998) 2, pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J. - In: Applied financial economics 8 (1998) 6, pp. 671-687
Persistent link: https://www.econbiz.de/10001253232