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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.; Vahid, Farshid - 2013
Persistent link: https://www.econbiz.de/10009701603
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Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002848638
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How does public information affect the frequency of trading in airline stocks?
Nowak, Sylwia; Anderson, Heather M. - In: Journal of banking & finance 44 (2014), pp. 26-38
Persistent link: https://www.econbiz.de/10010409341
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Necessity of negative serial correlation for mean-reversion of stock prices
Choe, Kwang-Il; Nam, Kiseok; Vahid, Farshid - In: The quarterly review of economics and finance : journal … 47 (2007) 4, pp. 576-583
Persistent link: https://www.econbiz.de/10003541140
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255