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ARCH and GARCH models vs. martingale volatility of finance market returns
McCauley, Joseph L. - In: International review of financial analysis 18 (2009) 4, pp. 151-153
Persistent link: https://www.econbiz.de/10003921029
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Nonstationarity of efficient finance markets : FX market evolution from stability to instability
McCauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 820-837
Persistent link: https://www.econbiz.de/10003792308
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Is integration I(d) applicable to observed economics and finance time series?
McCauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H. - In: International review of financial analysis 18 (2009) 3, pp. 101-108
Persistent link: https://www.econbiz.de/10003880011
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Nonstationarity of efficient finance markets: FX market evolution from stability to instability
Mccauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 820-837
Persistent link: https://www.econbiz.de/10008141218
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Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.; Gunaratne, Gemunu H.; Mccauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 767-783
Persistent link: https://www.econbiz.de/10008141222
Cover Image
Is integration I(d) applicable to observed economics and finance time series?
Mccauley, Joseph L.; Bassler, Kevin E.; Gunaratne, Gemunu H. - In: International review of financial analysis 18 (2009) 3, pp. 101-108
Persistent link: https://www.econbiz.de/10008257389
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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-127
Persistent link: https://www.econbiz.de/10009015578
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ARCH and GARCH models vs. martingale volatility of finance market returns
McCauley, Joseph L. - In: International review of financial analysis 18 (2009) 4, pp. 151-154
Persistent link: https://www.econbiz.de/10008895022
Cover Image
Nonstationarity of efficient finance markets: FX market evolution from stability to instability
McCauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 820-838
Persistent link: https://www.econbiz.de/10008899426
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Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.; Gunaratne, Gemunu H.; McCauley, Joseph L. - In: International review of financial analysis 17 (2008) 5, pp. 767-784
Persistent link: https://www.econbiz.de/10008899430