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Scaling factors in estimation of time-nonseparable utility functions
Ni, Shawn X. - In: The review of economics and statistics 79 (1997) 2, pp. 234-240
Persistent link: https://www.econbiz.de/10001222423
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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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A regression analysis of the effects of option introduction on stock variances
Freund, Steven - In: The journal of derivatives : the official publication … 1 (1994) 3, pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
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Modeling daily price limits
Chou, Pin-huang - In: International review of financial analysis 8 (1999) 3, pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
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Quantitative financial economics : stocks, bonds, and foreign exchange
Cuthbertson, Keith - 1996
Persistent link: https://www.econbiz.de/10013491190
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Der Kursunterschied zwischen Stamm- und Vorzugsaktien in der Bundesrepublik Deutschland : eine empirische Untersuchung
Doerks, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000336880
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Time series modelling of high frequency stock transaction data
Quoreshi, Shahiduzzaman (contributor) - 2006
Persistent link: https://www.econbiz.de/10003305257
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Event studies and systems methods : some additional evidence
McDonald, Bill - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 495-504
Persistent link: https://www.econbiz.de/10001043892
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Risk measurement for event-dependent security returns
Lockwood, Larry Joseph - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 43-49
Persistent link: https://www.econbiz.de/10001044772
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Arbitrage pricing theory as a restricted nonlinear multivariate regression model : iterated nonlinear seemingly unrelated regression estimates
McElroy, Marjorie - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001044795