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1
Non-linear dynamics in international stock market returns
McMillan, David G.
- In:
Review of financial economics : RFE
14
(
2005
)
1
,
pp. 81-91
Persistent link: https://www.econbiz.de/10002524259
Saved in:
2
Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets
Yadav, Pradeep
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 349-377
Persistent link: https://www.econbiz.de/10001208721
Saved in:
3
Fractal structure in the Pacific Rim
Howe, John S.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 143-158
Persistent link: https://www.econbiz.de/10001250670
Saved in:
4
Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Babu, Manivannan
;
Hariharan, C.
;
Kathiravan, Chinnadurai
; …
- In:
Finance India : the quarterly journal of Indian …
37
(
2023
)
1
,
pp. 147-160
Persistent link: https://www.econbiz.de/10014413961
Saved in:
5
Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien
;
Wang, Jo-Yu
- In:
Applied economics
40
(
2008
)
1/3
,
pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
Saved in:
6
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
7
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:
8
Can the forecasts generated from E/P ratio and bond yield be used to beat stock markets?
Wong, Wing Keung
;
Chew, Boon-Kiat
;
Sikorski, Douglas J.
- In:
Multinational finance journal : MF ; quarterly …
5
(
2001
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001697032
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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