Narrow search
Showing 1 - 7 of 7
Cover Image
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
Granger, Clive W.J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10007668100
Cover Image
The effect of the Asian financial crisis on the performance of Korean nationwide banks
Jeon, Yongil; Miller, Stephen M. - In: Applied financial economics 14 (2004) 5, pp. 351-360
Persistent link: https://www.econbiz.de/10001939601
Cover Image
The distributional properties of shocks to a fractional I (d) process having a marginal exponential distribution
Granger, C. W. J.; Jeon, Yongil - In: Applied financial economics 11 (2001) 5, pp. 469-474
Persistent link: https://www.econbiz.de/10001621591
Cover Image
The effect of the Asian financial crisis on the performance of Korean nationwide banks
Jeon, Yongil; Miller, Stephen M. - In: Applied financial economics 14 (2004) 5, pp. 351-360
Persistent link: https://www.econbiz.de/10007650947
Cover Image
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7-9, pp. 659-670
Persistent link: https://www.econbiz.de/10007751341
Cover Image
Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 8, pp. 659-670
Persistent link: https://www.econbiz.de/10007733598
Cover Image
Volatility transmission across markets : a multichain Markov switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7/9, pp. 659-670
Persistent link: https://www.econbiz.de/10003491212