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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817
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HY-A-PARCH : a stationary A-PARCH model with long memory
Schoffer, Olaf - 2003
Persistent link: https://www.econbiz.de/10001916069
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen; Fan, Jianqing; Spokojnyj, Vladimir G. - 2003
Persistent link: https://www.econbiz.de/10001790237
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Modelling the risk and return relation conditional on market volatility and market conditions
Galagedera, Don U. A.; Faff, Robert W. - 2004
Persistent link: https://www.econbiz.de/10002121816
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf - 2000
Persistent link: https://www.econbiz.de/10001575009