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Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1988
Persistent link: https://www.econbiz.de/10000756009
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Conditional mean-variance efficiency of the US stock market
Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1989
Persistent link: https://www.econbiz.de/10000762682
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Heteroskedasticity in stock returns
Schwert, George William; Seguin, Paul John - 1989
Persistent link: https://www.econbiz.de/10000765828
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Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000766245
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1996 - 2. ed.
Persistent link: https://www.econbiz.de/10000585045
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Conditional mean-variance efficiency of the US stock market
Engel, Charles (contributor) - 1989
Persistent link: https://www.econbiz.de/10000123783
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392