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~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~person:"Herwartz, Helmut"
~person:"Jawadi, Fredj"
~person:"Jones, Barry E."
~person:"Martin, Vance"
~person:"Patterson, Douglas M."
~subject:"Börsenkurs"
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Herwartz, Helmut
Jawadi, Fredj
Jones, Barry E.
Martin, Vance
Patterson, Douglas M.
Lim, Guay C.
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A nonlinear characterization of asset price dynamics with an application to the 1987 stock market crash
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920179
Saved in:
2
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
3
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
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