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1
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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2
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
3
Expectation revisions and jumps in asset prices
Dewachter, Hans
- In:
Economics letters
59
(
1998
)
3
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001242829
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4
Nonlinear dynamics in CEE stock markets indices
Caraiani, Petre
- In:
Economics letters
114
(
2012
)
3
,
pp. 329-331
Persistent link: https://www.econbiz.de/10009550699
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5
Momentum in global equity markets in times of troubles : does the economic state matter?
Grobys, Klaus
- In:
Economics letters
123
(
2014
)
1
,
pp. 100-103
Persistent link: https://www.econbiz.de/10010399032
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6
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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7
Stock index return forecasting : the information of the constituents
Cai, Charlie X.
;
Kyaw, Khine
;
Zhang, Qi
- In:
Economics letters
116
(
2012
)
1
,
pp. 72-74
Persistent link: https://www.econbiz.de/10009632769
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8
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
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9
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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10
The impact of the Ukraine-Russia war on world stock market returns
Boungou, Whelsy
;
Yatié, Alhonita
- In:
Economics letters
215
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013448285
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