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Volatility measures as predictors of extreme returns
Switzer, Lorne N.; Tahaoglu, Cagdas; Zhao, Yun Selina - In: Review of financial economics : RFE 35 (2017), pp. 1-10
Persistent link: https://www.econbiz.de/10011959385
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Random walk and breaking trend in financial series : an economic critique of unit root tests
Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-212
Persistent link: https://www.econbiz.de/10003760043
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The day-of-the-week effect and conditional volatility : sensitivity of error distributional assumptions
Baker, H. Kent; Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-295
Persistent link: https://www.econbiz.de/10003799666
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The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
Baker, H.Kent; Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-295
Persistent link: https://www.econbiz.de/10008143170
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Random walk and breaking trend in financial series: An econometric critique of unit root tests
Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-212
Persistent link: https://www.econbiz.de/10008071225
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Random walk and breaking trend in financial series: An econometric critique of unit root tests
Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-213
Persistent link: https://www.econbiz.de/10008883695
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The day-of-the-week effect and conditional volatility: Sensitivity of error distributional assumptions
Baker, H. Kent; Rahman, Abdul; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 4, pp. 280-296
Persistent link: https://www.econbiz.de/10008897387