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~isPartOf:"Journal of Empirical Finance"
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Lucas, Andre
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Groenendijk, Patrick A.
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Journal of Empirical Finance
CFS working paper series
60
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Journal of empirical finance
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Stock selection, style rotation, and risk
Lucas, Andre
;
van Dijk, Ronald
;
Kloek, Teun
- In:
Journal of Empirical Finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10005152438
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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.
;
Lucas, Andre
;
Vries, Casper G. de
- In:
Journal of Empirical Finance
2
(
1995
)
3
,
pp. 253-264
Persistent link: https://www.econbiz.de/10005199033
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