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Studies on equity market behavior : volatility, predictability and integration
Marathe, Achla, (1994)
What does the stock market tell us about real estate returns?
Gyourko, Joseph E., (1992)
Occasional structural breaks and long memory
Granger, C. W. J., (1999)
Structural change and time dependence in models of stock returns
Kim, Dongcheol, (1999)
Alternative Models for the Conditional Heteroscedasticity of Stock Returns
A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns
Kim, Dongcheol, (1997)