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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Stock market co-movement in Latin America and the US : evidence from a new approach
Vatsa, Puneet; Basnet, Hem Chandra; Mixon, Franklin G. - In: Journal of financial economic policy 14 (2022) 2, pp. 162-171
Persistent link: https://www.econbiz.de/10012880689
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Stock market and real activity cointegration analysis : application to US and Japan markets
Ansotegui, Carmen - 1993
Persistent link: https://www.econbiz.de/10000907345
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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