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Comportamiento reciente del mercado accionario chileno : una aplicación de tests de volatilidad y eficiencia
Basch H., Miguel; Budnevich L., Carlos - 1993
Persistent link: https://www.econbiz.de/10000884104
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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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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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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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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Die Wirkung temporaler Aggregation auf die Kurtosis eines Random Walk Prozesses mit autoregressiver bedingter Heteroskedastizität
Sanddorf-Köhle, Walter G. - 1993
Persistent link: https://www.econbiz.de/10000863853
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Efficient time series models of Finnish stock returns obtained with a Cartesian ARIMA Search Algorithm
Östermark, Ralf - 1988
Persistent link: https://www.econbiz.de/10000752178
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The investigation of volatility in GARCH
Hong, Che-hsiung T. - 1988
Persistent link: https://www.econbiz.de/10000802419
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Modelling dynamic systems with biased regression and spectral methods : comparative evidence in the time and frequency domains
Östermark, Ralf - 1991
Persistent link: https://www.econbiz.de/10000812812