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Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10001086686
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Heteroskedasticity in stock return data : volume versus GARCH effects
Lamoureux, Christopher G. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 221-229
Persistent link: https://www.econbiz.de/10001084196
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Empirical analysis of the yield curve : the information in the data viewed through the window of Cox, Ingersoll, and Ross
Lamoureux, Christopher G.; Witte, H. Douglas - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1479-1520
Persistent link: https://www.econbiz.de/10001685013