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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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Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.; Hördahl, Peter - 1994 - Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan - 1994
Persistent link: https://www.econbiz.de/10000894638
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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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The risk premium and exogenous shifts of risk in the Australian equity market
Brailsford, Timothy J. - 1992 - Preliminary draft
Persistent link: https://www.econbiz.de/10000861012
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Die Wirkung temporaler Aggregation auf die Kurtosis eines Random Walk Prozesses mit autoregressiver bedingter Heteroskedastizität
Sanddorf-Köhle, Walter G. - 1993
Persistent link: https://www.econbiz.de/10000863853
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Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J. - 1992
Persistent link: https://www.econbiz.de/10000839839
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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 econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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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