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1
Asymmetry in volatility : a
comparison
of developed and transition stock markets
Wdowinski, Piotr
;
Malecka, Marta
-
2010
econometric model building in the field of financial
time
series with
time
-varying variance. The main idea of the models was to …
Persistent link: https://www.econbiz.de/10003942099
Saved in:
2
Asymmetry in Volatility : A
Comparison
of Developed and Transition Stock Markets
Wdowinski, Piotr
;
Malecka, Marta
-
2021
econometric model building in the field of financial
time
series with
time
-varying variance. The main idea of the models was to …
Persistent link: https://www.econbiz.de/10013316234
Saved in:
3
Cross-country productivity comparisons : the "revealed superiority" approach
Bar-Shira, Ziv
;
Finkelshtain, Israel
;
Simhon, Avi
- In:
Journal of economic growth
8
(
2003
)
3
,
pp. 301-323
Persistent link: https://www.econbiz.de/10001824059
Saved in:
4
International day-of-the-week effects : an empirical examination of iShares
Mazumder, M. Imtiaz
;
Chu, Ting-heng
;
Miller, Edward M.
; …
- In:
International review of financial analysis
17
(
2008
)
4
,
pp. 699-715
Persistent link: https://www.econbiz.de/10003765875
Saved in:
5
Three essays in finance
Peng, Liang
-
2002
Persistent link: https://www.econbiz.de/10003780467
Saved in:
6
Can long-term historical data help investors
time
the market?
Downe, Edward A.
;
O'Connor, Matthew
;
Shapiro, Steven J.
; …
- In:
American business review
22
(
2004
)
2
,
pp. 108-116
Persistent link: https://www.econbiz.de/10002120615
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7
Periodic stochastic volatility and fat tails
Tsiakas, Ilias
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 90-135
Persistent link: https://www.econbiz.de/10003313346
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8
Seasonal, size and value anomalies
Jacobsen, Ben
;
Mamun, Abdullah al
;
Visaltanachoti, Nuttawat
-
2005
Persistent link: https://www.econbiz.de/10003332070
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9
The friday effect in European securitized real estate index returns
Lenkkeri, Veera
;
Marquering, Wessel A.
; …
- In:
The journal of real estate finance and economics
33
(
2006
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10003333538
Saved in:
10
The dynamics of the Monday effect in international stock indices
Keef, Stephen P.
;
Khaled, Mohammed S.
;
Zhu, Hui
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 125-133
Persistent link: https://www.econbiz.de/10003880024
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