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Testing of a market fraction model and power-law behaviour in the DAX 30

He, Xue-zhong; Li, Youwei - In: Journal of empirical finance 31 (2015), pp. 1-17

Persistent link: https://www.econbiz.de/10011489318

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

Persistent link: https://www.econbiz.de/10011504634

Volatility of stock markets : (an analysis of South Asian and G8 countries)

Baig, Muhammad Mansoor; Aslam, Waheed; Malik, Qaiser; … - In: Acta Universitatis Danubius / Oeconomica 11 (2015) 6, pp. 58-70

Persistent link: https://www.econbiz.de/10011513908

Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions

Wang, Juan; Zhang, Dongxiang; Zhang, Jian - In: International review of economics & finance : IREF 37 (2015), pp. 157-164

Persistent link: https://www.econbiz.de/10011538307

Is standard deviation a good measure of volatility? : the case of African markets with price limits

Errais, Eymen; Bahri, Dhikra - In: Annals of economics and finance 17 (2016) 1, pp. 147-167

Persistent link: https://www.econbiz.de/10011539105

Cointegration and causality analysis of dynamic linkage between stock market and equity mutual funds in Australia

Sasipa Pojanavatee - In: Cogent economics & finance 2 (2014) 1, pp. 1-17

The existing literature finds conflicting results on the magnitude of price linkages between equity mutual funds and the stock market. The study contends that in an optimal lagged model, the expectations of future prices using knowledge of past price behaviour in a particular equity mutual fund...

Persistent link: https://www.econbiz.de/10010469413