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Correlation structure of the permanent and temporary components of international stock market prices
Chou, Ray Y.; Ng, Victor K. - 1995
Persistent link: https://www.econbiz.de/10000565668
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Fundamentals and volatility : storage, spreads, and the dynamics of metals prices
Ng, Victor K. - In: The journal of business : B 67 (1994) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001164868
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Correlations in price changes and volatility across international stock markets
Hamao, Yasushi - In: The review of financial studies 3 (1990) 2, pp. 281-307
Persistent link: https://www.econbiz.de/10001105900
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Overnight and daytime stock-return dynamics on the London Stock Exchange : the impacts of "Big Bang" and the 1987 stock-market crash
Masulis, Ronald W. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 365-378
Persistent link: https://www.econbiz.de/10001190313
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Cointegration of international stock market indices
Chou, Ray Yeutien - 1994
Persistent link: https://www.econbiz.de/10013425430