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Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.; Lam, Pok-sang; Mark, Nelson C. - 1992
Persistent link: https://www.econbiz.de/10000843094
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Some statistics for testing the influence of the number of transactions on the distributions of returns
Satchell, Stephen; Yoon, Joungjun - 1993
Persistent link: https://www.econbiz.de/10000142720
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1999
Persistent link: https://www.econbiz.de/10001426216
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Using daily stock returns in event studies and the choice of parametric versus nonparametric test statistics
Berry, Michael A. - In: Quarterly journal of business and economics : QJBE 29 (1990) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10001100873
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Detecting abnormal operating performance : the empirical power and specification of test statistics
Barber, Brad M. - In: Journal of financial economics 41 (1996) 3, pp. 359-399
Persistent link: https://www.econbiz.de/10001200406
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Long-term memory in stock market prices
Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 465-478
Persistent link: https://www.econbiz.de/10001129734
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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Stationarity tests of the market model for security returns
Barone-Adesi, Giovanni - In: Journal of accounting, auditing & finance 7 (1992) 3, pp. 369-378
Persistent link: https://www.econbiz.de/10001160660