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Heteroskedasticity in stock re...
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1
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
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2
Econometric studies of stock market behaviour
Reng Rasmussen, Anne-Sofie
-
2007
Persistent link: https://www.econbiz.de/10003517316
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3
Testing
CAPM
with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
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4
Misunderstanding risk and return?
Lioui, Abraham
;
Poncet, Patrice
- In:
Finance : revue de l'Association Française de Finance
32
(
2011
)
2
,
pp. 91-136
Persistent link: https://www.econbiz.de/10009519895
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5
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
6
Time series mean level and stochastic volatility modeling by smooth transition autoregressions : a Bayesian approach
Lopes, Hedibert Freitas
;
Salazar, Esther
-
2006
Persistent link: https://www.econbiz.de/10003350097
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7
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
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Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
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8
Habit formation and the cross section of stock returns
Menzly, Lior
(
contributor
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Santos, Tano
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636417
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9
Another look at the size and book-to-market effects on stock returns
Lin, Chien-ting
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contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001585764
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10
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
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