Narrow search
Showing 1 - 10 of 617
Cover Image
The impact of settlement time on the volatility of stock markets
Li, Dong - In: Applied financial economics 7 (1997) 6, pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
Cover Image
Behaviour of stock markets' memories
Mohammadi, Shapour; Pouyanfar, Ahmad - In: Applied financial economics 21 (2011) 1/3, pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Cover Image
Fractional cointegration : Monte Carlo estimates of critical values, with an application
Sephton, Peter S. - In: Applied financial economics 12 (2002) 5, pp. 331-335
Persistent link: https://www.econbiz.de/10001688803
Cover Image
Asymmetric stochastic volatility in emerging stock markets
Selçuk, Faruk - In: Applied financial economics 15 (2005) 12, pp. 867-874
Persistent link: https://www.econbiz.de/10003070719
Cover Image
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - In: Applied financial economics 13 (2003) 4, pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
Cover Image
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär - In: Applied financial economics 18 (2008) 7/9, pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Cover Image
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Cover Image
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Cover Image
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman; Murray, Louis - In: Applied financial economics 11 (2001) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Cover Image
Recovering the moments of information flow and the normality of asset returns
Murphy, Anthony; Izzeldin, Marwan - In: Applied financial economics 20 (2010) 10/12, pp. 761-769
Persistent link: https://www.econbiz.de/10009009840