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A dynamic structural model for stock return volatility and trading volume
Brock, William A.; LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000147476
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1994
Persistent link: https://www.econbiz.de/10000147732
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Varianzminimale Portefeuilles am deutschen Aktienmarkt
Moftakhar, Victor - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000148675
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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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The equity risk premium : the long-run future of the stock market
Cornell, Bradford - 1999
Persistent link: https://www.econbiz.de/10000679594
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Distribution of stock
1955
Persistent link: https://www.econbiz.de/10000663003
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Where is the market going? : Uncertain facts and novel theories
Cochrane, John H. - 1997
Persistent link: https://www.econbiz.de/10000641496
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The stock market : theories and evidence
Lorie, James Hirsch; Dodd, Peter; Kimpton, Mary Hamilton - 1985 - Second edition
Persistent link: https://www.econbiz.de/10000667372
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982