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155
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1
Asymmetries in the conditional mean and the conditional variance : evidence from nine stock markets
Koutmos, Gregory
- In:
Journal of economics & business
50
(
1998
)
3
,
pp. 277-290
Persistent link: https://www.econbiz.de/10001243160
Saved in:
2
Volatility and autocorrelation in major European stock markets
Booth, G. Geoffrey
- In:
The European journal of finance
4
(
1998
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10001247520
Saved in:
3
The volatility model of the ASEAN stock indexes
Singagerda, Faurani Santi
;
Septarina, Linda
;
Sanusi, Anuar
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10012056146
Saved in:
4
Volatility relationship between stock performance and real output
Ahn, Eun S.
;
Lee, Jin Man
- In:
Applied financial economics
16
(
2006
)
11
,
pp. 777-784
Persistent link: https://www.econbiz.de/10003350994
Saved in:
5
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
6
Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
7
Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
McPherson, Matthew Q.
;
Palardy, Joseph
;
Vilasuso, Jon R.
- In:
Journal of economics & business
57
(
2005
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10002767692
Saved in:
8
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
9
Common long-term and short-term price memory on two Scandinavian stock markets
Pynnönen, Seppo
;
Knif, Johan
-
1996
Persistent link: https://www.econbiz.de/10000615641
Saved in:
10
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
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