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~isPartOf:"Applied financial economics"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrisches Modell"
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Applied financial economics
Econometric Institute research papers
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Report / Econometric Institute, Erasmus University Rotterdam
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SSE EFI working paper series in economics and finance
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The economic journal : the journal of the Royal Economic Society
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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Does news on real Chinese GDP growth impact stock markets?
Franses, Philip Hans
;
Mees, Heleen
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10009124670
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