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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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Beta stability and portfolio formation
Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993
Persistent link: https://www.econbiz.de/10000869915
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Modelling Australian stock market volatility
Brailsford, Timothy J.; Faff, Robert W. - 1993
Persistent link: https://www.econbiz.de/10000878805
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Linkages among stock markets
Gjerde, Øystein; Sættem, Frode - 1995
Persistent link: https://www.econbiz.de/10000925600
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew - 1989
Persistent link: https://www.econbiz.de/10000849460
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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Testing the conditional CAPM and the effect of intervaling
Brailsford, Timothy J.; Faff, Robert W. - 1995
Persistent link: https://www.econbiz.de/10000929105