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Cost-of-living adjustments and business cycles : disaggregated evidence
Kandil, Magda - In: Macroeconomic dynamics 7 (2003) 4, pp. 537-566
Persistent link: https://www.econbiz.de/10001794310
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The incidence of informational cascades and the behavior of trade interarrival times during the stock market bubble
Patterson, Douglas M.; Sharma, Vivek - In: Macroeconomic dynamics 14 (2010), pp. 111-136
Persistent link: https://www.econbiz.de/10003981219
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A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
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Are technology shocks nonlinear?
Altuğ, Sumru; Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 3 (1999) 4, pp. 506-533
Persistent link: https://www.econbiz.de/10001618378