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subject:"Cointegration"
subject:"Wechselkurs"
~subject:"Capital income"
~type_genre:"Forschungsbericht"
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.
;
Maharaj, Elizabeth Ann
-
2004
Persistent link: https://www.econbiz.de/10002474629
Saved in:
2
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005559
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3
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005584
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4
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
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2004
Persistent link: https://www.econbiz.de/10002005599
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5
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
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6
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
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2002
Persistent link: https://www.econbiz.de/10001607573
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7
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
8
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
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