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Long memory and outliers in stock market returns
Tolvi, Jussi - In: Applied financial economics 13 (2003) 7, pp. 495-502
Persistent link: https://www.econbiz.de/10001770770
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The nearest neighbour method as a test for detecting complex dynamics in financial series : an empirical application
Aparicio, Teresa; Pozo, Eduardo; Saura Bacaicoa, Dulce - In: Applied financial economics 12 (2002) 7, pp. 517-525
Persistent link: https://www.econbiz.de/10001676738
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Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John - In: Applied financial economics 12 (2002) 10, pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
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Interdependence between the US and major European equity markets : evidence from spectral analysis
Asēmakopulos, Iōannēs; Goddard, John A.; … - In: Applied financial economics 10 (2000) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10001525795
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On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim - In: Applied financial economics 14 (2004) 13, pp. 915-922
Persistent link: https://www.econbiz.de/10002195474
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Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Long memory in the Greek stock market
Barkoulas, John T.; Baum, Christopher F.; Travlos, … - In: Applied financial economics 10 (2000) 2, pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
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Portfolio analysis of South American stock markets
Shachmurove, Yochanan - In: Applied financial economics 8 (1998) 3, pp. 315-327
Persistent link: https://www.econbiz.de/10001244162
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The information content of accounting earnings, book values, losses and firm size vis-à-vis stocks : empirical evidence from an emerging stock rarket
Chaudhry, Muhammad I.; Sam, Abdoul G. - In: Applied financial economics 24 (2014) 22/24, pp. 1515-1527
Persistent link: https://www.econbiz.de/10010460081