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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
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Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry - 1997
Persistent link: https://www.econbiz.de/10000962614
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Stock return nonlinearities : some initial tests and findings
LeBaron, Blake Dean - 1988
Persistent link: https://www.econbiz.de/10000844485
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On the filtering of stochastically non-linear economic time series : an application to stock prices
Han, Sangwan - 1991
Persistent link: https://www.econbiz.de/10000851253
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A permanent and transitory component model of stock return volatality
Engle, Robert F.; Lee, Gary G. J. - 1992
Persistent link: https://www.econbiz.de/10000853573
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Pricing fox options under conditional heteroscedasticity in returns
Kahra, Hannu - 1992
Persistent link: https://www.econbiz.de/10000854480
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641
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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10000982152
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Statistical process control and its application in finance
Severin, Thomas - 1997
Persistent link: https://www.econbiz.de/10000983546
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000989214