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Economics letters
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International journal of economics and financial issues : IJEFI
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CESifo working papers
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ECONIS (ZBW)
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RePEc
3
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1
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
2
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
Saved in:
3
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
4
On the dynamic interdependence of international stock markets : a Swiss perspective
Isakov, Dušan
;
Pérignon, Christophe
-
1999
Persistent link: https://www.econbiz.de/10001488308
Saved in:
5
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
6
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
7
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
8
Statistical analysis of risk surrogates for Hong Kong Hang Seng Index constituent stocks
Chan, Daniel P.
- In:
Asian economies
(
1991
),
pp. 77-93
Persistent link: https://www.econbiz.de/10001106220
Saved in:
9
Predicting index returns with morphological filters
Kanto, Antti J.
-
1995
Persistent link: https://www.econbiz.de/10000907558
Saved in:
10
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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