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The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq - In: The European journal of finance 19 (2013) 9/10, pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
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Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq; Wu, Hao - In: The European journal of finance 15 (2009) 3/4, pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
Choudhry, Taufiq; Wu, Hao - In: The European journal of finance 15 (2009) 3-4, pp. 437
Persistent link: https://www.econbiz.de/10008275562