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A generalized method for detecting abnormal returns and changes in systematic risk
Cyree, Ken B.; DeGennaro, Ramon P. - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 399-416
Persistent link: https://www.econbiz.de/10001744191
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Smooth transition ARCH models . estimation and testing
Lee, Junsoo; DeGennaro, Ramon P. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10001520697
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A Generalized Method for Detecting Abnormal Returns and Changes in Systematic Risk
Cyree, Ken B.; Degennaro, Ramon P. - In: Review of quantitative finance and accounting 19 (2002) 4, pp. 399
Persistent link: https://www.econbiz.de/10007163592
Cover Image
Smooth Transition ARCH Models: Estimation and Testing
Lee, Junsoo; Degennaro, Ramon P. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10007179290