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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
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Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
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1999
Persistent link: https://www.econbiz.de/10001447137
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SETS, arbitrage activity, and stock price dynamics
Dijk, Dick van
(
contributor
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1999
Persistent link: https://www.econbiz.de/10001472377
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3
Testing for arch in the presence of additive outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
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1996
Persistent link: https://www.econbiz.de/10000966917
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
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1998
Persistent link: https://www.econbiz.de/10000988100
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