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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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Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
Persistent link: https://www.econbiz.de/10001718829
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Common volatility in the industrial structure of global capital markets
Arshanapalli, Bala Gangadhar - In: Journal of international money and finance 16 (1997) 2, pp. 189-209
Persistent link: https://www.econbiz.de/10001225599
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The globalization risk premium
Barrot, Jean-Noël; Loualiche, Erik; Sauvagnat, Julien - 2016
Persistent link: https://www.econbiz.de/10011609193
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Industry returns, market returns and economic fundamentals : evidence for the United States
Laopodis, Nikiforos - In: Economic modelling 53 (2016), pp. 89-106
Persistent link: https://www.econbiz.de/10011640972
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Market liquidity measurement and econometric modeling
Arbuzov, Viacheslav; Frolova, Maria - In: Market risk and financial markets modeling, (pp. 25-36). 2012
Persistent link: https://www.econbiz.de/10009514459
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Economic implications of bull and bear regimes in UK stock and bond returns
Guidolin, Massimo; Timmermann, Allan - In: The economic journal : the journal of the Royal … 115 (2005) 500, pp. 111-143
Persistent link: https://www.econbiz.de/10002554576
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Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun; Kuo, Lynn; Seow, Gim S. - In: Journal of forecasting 24 (2005) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924