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1,485
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1
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Saved in:
2
Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.
;
Wohar, Mark E.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
Saved in:
3
Stock market
volatility
and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
4
Using daily range data to calibrate
volatility
diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
5
What is fractional integration?
Parke, William R.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
Saved in:
6
The effect of long memory in
volatility
on stock market fluctuations
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
Saved in:
7
Collusion through joint R&D : an empirical assessment
Duso, Tomaso
;
Röller, Lars-Hendrik
;
Seldeslachts, Jo
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 349-370
Persistent link: https://www.econbiz.de/10010392952
Saved in:
8
Firms and aggregate dynamics
Franco, Francesco
;
Philippon, Thomas
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 587-600
Persistent link: https://www.econbiz.de/10003567090
Saved in:
9
Trade openness and
volatility
Di Giovanni, Julian
;
Levchenko, Andrei A.
- In:
The review of economics and statistics
91
(
2009
)
3
,
pp. 558-585
Persistent link: https://www.econbiz.de/10003880341
Saved in:
10
Market power and inflation
Chirinko, Robert S.
;
Fazzari, Steven M.
- In:
The review of economics and statistics
82
(
2000
)
3
,
pp. 509-518
Persistent link: https://www.econbiz.de/10001510995
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