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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 143 (2008) 2, pp. 227-262
Persistent link: https://www.econbiz.de/10003722600
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Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
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A further empirical investigation of the dividend adjustment process
Lee, Cheng F.; Wu, Ghunchi; Djarraya, Mohamed - In: Journal of econometrics 35 (1987) 2/3, pp. 267-285
Persistent link: https://www.econbiz.de/10003615424
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A further empirical investigation to the dividend adjustment process
Lee, Cheng F. - In: Journal of econometrics 35 (1987) 2, pp. 267-285
Persistent link: https://www.econbiz.de/10001027088