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Testing of nonstationary cycles in financial time series data
Depenya, F.J.; Gil-Alana, L.A. - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10007265219
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US stock market volatility persistence: evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alana, L.A.; Gracia, F.Perez - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10008300800
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US stock market volatility persistence : evidence before and after the burst of the IT bubble
Cuñado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10003894796