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Evaluating alternative stock market volatility estimators : some empirical findings from the Swedish market
Jern, Benny - 1994
Persistent link: https://www.econbiz.de/10000147094
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Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan - 1988
Persistent link: https://www.econbiz.de/10000126783
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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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Impacts of technical and fundamental factors on Thai stock prices : with additional tests on chaos and nonlinearities
Poomimars, Ponladesh - 1994
Persistent link: https://www.econbiz.de/10000901032
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Predicting index returns with morphological filters
Kanto, Antti J. - 1995
Persistent link: https://www.econbiz.de/10000907558
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Cointegration and co-movement of SES sector price indices
Qian, Sun; Brannman, Lance Eric - 1994
Persistent link: https://www.econbiz.de/10000908272
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Positive autocorrelations in stock returns due to market overreaction
Rath, Subhrendu - 1995
Persistent link: https://www.econbiz.de/10000912902
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Heteroscedasticity in Canadian stock returns
Sin, Low B.; Tsiopoulos, Thomas - 1993
Persistent link: https://www.econbiz.de/10000878721
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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The bid-ask spread and trading responses to the release of interim report
Schadéwitz, Hannu J. - 1994
Persistent link: https://www.econbiz.de/10000880785