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A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
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Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
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Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva; Washer, Kenneth; Wingender, John R. - In: Applied financial economics 21 (2011) 22/24, pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859
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Behaviour of stock markets' memories
Mohammadi, Shapour; Pouyanfar, Ahmad - In: Applied financial economics 21 (2011) 1/3, pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
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Random walks in Middle Eastern stock markets
Smith, Graham - In: Applied financial economics 17 (2007) 7/9, pp. 587-596
Persistent link: https://www.econbiz.de/10003491201
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Another look at the holiday effect
Gama, Paulo M.; Vieira, Elisabete F. S. - In: Applied financial economics 23 (2013) 19/21, pp. 1623-1633
Persistent link: https://www.econbiz.de/10010259754
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The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi; Yang, Jack J. W. - In: Applied financial economics 18 (2008) 4/6, pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
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Are commodity prices mean reverting?
Andersson, Henrik - In: Applied financial economics 17 (2007) 10/12, pp. 769-783
Persistent link: https://www.econbiz.de/10003537543