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Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.; Hördahl, Peter - 1994 - Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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The time series behavior of stock market volatility and returns
Nelson, Daniel B. - 1988
Persistent link: https://www.econbiz.de/10000815335
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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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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Statistische Diskussionsbeiträge
Universität Potsdam / Wirtschafts- und … - Potsdam : Univ., Lehrstuhl für Statistik und Ökonometrie - 1.1995 - 51.2014
Persistent link: https://www.econbiz.de/10000623904
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Long term stochastic dependence in financial prices : evidence from the German stock market
Lux, Thomas - 1996
Persistent link: https://www.econbiz.de/10000588475
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Testing for nonlinearity in daily German stock returns
Funke, Michael - 1993
Persistent link: https://www.econbiz.de/10000142708
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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