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Nonlinear serial dependence in industrial stock returns
Ashley, Richard A. - In: Advances in mathematical programming and financial … 2 (1990), pp. 163-181
Persistent link: https://www.econbiz.de/10001103781
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Apparent long memory in time series as an artifact of a time-varying mean : considering alternatives to the fractionally integrated model
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 59-87
Persistent link: https://www.econbiz.de/10003981216
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A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.; Patterson, Douglas M. - In: Macroeconomic dynamics 14 (2010), pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
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A transactions data analysis of nonsynchronous trading
Kadlec, Gregory B.; Patterson, Douglas M. - In: The review of financial studies 12 (1999) 3, pp. 609-630
Persistent link: https://www.econbiz.de/10001421848
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Re-examining the impact of housing wealth and stock wealth on retail sales : does persistence in wealth changes matter?
Ashley, Richard A.; Li, Guo - In: Journal of housing economics 26 (2014), pp. 109-118
Persistent link: https://www.econbiz.de/10011286226