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Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf - 1998
Persistent link: https://www.econbiz.de/10000681350
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005559
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Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005584
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Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan - 2004
Persistent link: https://www.econbiz.de/10002005599
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Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander; Seepe, Andre - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592608
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Policy shocks in a monetary asset-pricing model with endogenous production
Schittko, Ulrich K. - 1995
Persistent link: https://www.econbiz.de/10013453007
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Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610