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A Nonlinear Autoregressive Distributed Lag (NARDL) analysis of the FTSE and S&P500 indexes
Allen, David E.; McAleer, Michael - In: Risks : open access journal 9 (2021) 11, pp. 1-20
larger impacts than do positive movements in S&P500 levels, and that long-term multiplier impacts take about 10 days to take …
Persistent link: https://www.econbiz.de/10012704014
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Essays in stock market efficiency and time-varying risk premia
Beltratti, Andrea - 1991
Persistent link: https://www.econbiz.de/10000883816
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The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.; Madhavan, Ananth Narayan - 1994 - Rev
Persistent link: https://www.econbiz.de/10000887996
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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The pricing of permanent and transitory volatility : latent variable models and composite garch
Hertog, René G. J. den - 1993
Persistent link: https://www.econbiz.de/10000893745
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Essays on applied production analysis
Ley, Eduardo - 1991
Persistent link: https://www.econbiz.de/10000858974
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
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Essays on the transactions process for common stocks
Algert, Peter M. - 1991
Persistent link: https://www.econbiz.de/10000862817