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Trading collar, intraday periodicity and stock market volatility
Aradhyula, Satheesh V.
;
Ergün, A. Tolga
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 909-913
Persistent link: https://www.econbiz.de/10002195469
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2
Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.
;
Aradhyula, Satheesh V.
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
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3
Modeling regime‐dependent agricultural commodity price volatilities
Li, Na
;
Ker, Alan P.
;
Sam, Abdoul G.
;
Aradhyula, Satheesh V.
- In:
Agricultural economics : the journal of the …
48
(
2017
)
6
,
pp. 683-691
Persistent link: https://www.econbiz.de/10011862052
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4
Demand systems estimation : methods and applications
Johnson, Stanley R.
;
Hassan, Zuhair A.
;
Green, Richard D.
-
1984
-
1. ed
Persistent link: https://www.econbiz.de/10000592693
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5
Selection of nonnested demand models
Green, Richard D.
- In:
Canadian journal of agricultural economics : CJAE
43
(
1995
)
3
,
pp. 485-499
Persistent link: https://www.econbiz.de/10001197491
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6
A non-nested test of the AIDS vs. the translog demand system
Wang, Qingbin
- In:
Economics letters
51
(
1996
)
2
,
pp. 139-143
Persistent link: https://www.econbiz.de/10001201051
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