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Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim; Hujer, Reinhard; Kokot, Stefan - 2000
Persistent link: https://www.econbiz.de/10001517885
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Nonparametric statistical tests for the random walk in stock prices
Cerrito, Patricia; Olson, Dennis; Ostaszewski, Krzysztof M. - In: Advances in quantitative analysis of finance and … 6 (1998), pp. 27-36
Persistent link: https://www.econbiz.de/10001406201
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Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001595495
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The random walk of stock prices : implications of recent nonparametric tests
Dahl, Christian M.; Nielsen, Steen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599196
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang (contributor) - 2001
Persistent link: https://www.econbiz.de/10001619299
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The dividend-price puzzle : a nonparametric approach
Mun, Johnathan C.; Vasconcellos, Geraldo M.; Kish, … - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 53-66
Persistent link: https://www.econbiz.de/10001409323
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686434
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Testing continuous time models in financial markets
Kleinow, Torsten (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722799
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Mandelbrot's extremism
Beirlant, Jan (contributor); Schoutens, Wim (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002513161