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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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Coincident and leading indicators of the stock market
Chauvet, Marcelle; Potter, Simon M. - In: Journal of empirical finance 7 (2000) 1, pp. 87-111
Persistent link: https://www.econbiz.de/10001511701
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Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse : the Mexican experience
Hernández-Trillo, Fausto - In: Journal of empirical finance 6 (1999) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001426336
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A nonparametric examination of market information : application to technical trading rules
Goldbaum, David - In: Journal of empirical finance 6 (1999) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10001426353
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The behaviour of some UK equity indices : an application of Hurst and BDS tests
Opong, Kwaku K. (contributor) - In: Journal of empirical finance 6 (1999) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10001426365
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Structural change and time dependence in models of stock returns
Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308
Persistent link: https://www.econbiz.de/10001426368
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Mean reversion in Southeast Asian stock markets
Malliaropulos, Dimitrios; Priestley, Richard - In: Journal of empirical finance 6 (1999) 4, pp. 355-384
Persistent link: https://www.econbiz.de/10001426371
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Another look at long memory in common stock returns
Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401
Persistent link: https://www.econbiz.de/10001236460
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Post-takeover returns : the UK evidence
Higson, Chris - In: Journal of empirical finance 5 (1998) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001241970
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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881