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subject:"Share price"
type_genre:"Forschungsbericht"
~language:"eng"
~subject:"Cointegration"
~subject:"EU countries"
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Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
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2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
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3
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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4
Fractional cointegration of voting and non-voting shares
Dittmann, Ingolf
-
1998
Persistent link: https://www.econbiz.de/10000681350
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5
Simulation of the yield curve : checking a cox-ingersoll-ross model
Fischer, Tom
;
May, Angelika
;
Walther, Brigitte
-
2002
Persistent link: https://www.econbiz.de/10001718852
Saved in:
6
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
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7
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
8
Estimating the functional components of asset price volatilities
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978817
Saved in:
9
Sources of currency crisis : an empirical analysis
Weber, Axel A.
-
1997
Persistent link: https://www.econbiz.de/10000987004
Saved in:
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