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Contrarians, extrapolators, and stock market momentum and reversal
Atmaz, Adem, (2024)
Prerequisites for modeling price and return data series for the Bucharest Stock Exchange
Tinca, Andrei, (2013)
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian, (2013)
Limit Laws in Transaction-Level Asset Price Models
Aue, Alexander, (2009)
Functional generalized autoregressive conditional heteroskedasticity
Aue, Alexander, (2015)
TIME SERIES : A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510
Aue, Alexander, (2021)