Narrow search
Showing 1 - 5 of 5
Cover Image
Geographical proximity, cultural familiarity and financial information production
Hao, Han; Liu, Chun; Pang, Shunzhi - In: Journal of empirical finance 80 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015329732
Cover Image
Volatility dynamics under duration-dependent mixing
Maheu, John M.; McCurdy, Thomas H. - In: Journal of empirical finance 7 (2000) 3/4, pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Cover Image
An infinite hidden Markov model for short-term interest rates
Maheu, John M.; Yang, Qiao - In: Journal of empirical finance 38 (2016), pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
Cover Image
The role of macro-finance factors in predicting stock market volatility : a latent threshold dynamic model
Maheu, John M.; Zamenjani, Azam Shamsi - In: Journal of empirical finance 82 (2025), pp. 1-30
Persistent link: https://www.econbiz.de/10015432888
Cover Image
Volatility dynamics under duration-dependent mixing
Maheu, John M.; Mccurdy, Thomas H. - In: Journal of empirical finance 7 (2000) 3, pp. 345-372
Persistent link: https://www.econbiz.de/10007241087