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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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A permanent and transitory component model of stock return volatility
Engle, Robert F.; Lee, Gary G. J. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000877975
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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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The economic significance of predictable stock returns and stock volatility : evidence from the Swedish stock market
Frennberg, Per - 1994
Persistent link: https://www.econbiz.de/10000881668
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A. - 1994
Persistent link: https://www.econbiz.de/10000886147
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Modelling conditional heteroskedasticity : application to stock return index "IBEX-35"
León Valle, Ángel Manuel; Mora, Juan - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000939981
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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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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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Statistical process control and its application in finance
Severin, Thomas - 1997
Persistent link: https://www.econbiz.de/10000983546