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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim; Cai, Jun; Song, Frank M. - In: Journal of empirical finance 7 (2000) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
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The long-run performance following Japanese rights issues
Cai, Jun - In: Applied financial economics 8 (1998) 4, pp. 419-434
Persistent link: https://www.econbiz.de/10001363518
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A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim - In: The review of economics and statistics 69 (1987) 3, pp. 542-547
Persistent link: https://www.econbiz.de/10001032369
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Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim - In: Journal of econometrics 3 (1986), pp. 307-327
Persistent link: https://www.econbiz.de/10001036197
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Financial econometrics: past developments and future challenges
Bollerslev, Tim - In: Journal of econometrics 100 (2001) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
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Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim - In: The review of economics and statistics 72 (1990) 3, pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim - In: Journal of financial econometrics 20 (2022) 2, pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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Bank monitoring and the maturity structure of Japanese corporate debt issues
Cai, Jun; Cheung, Stephen Y. L.; Goyal, Vidhan Krishan - In: Pacific-Basin finance journal 7 (1999) 3/4, pp. 229-250
Persistent link: https://www.econbiz.de/10001450147
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What moves the gold market?
Cai, Jun; Cheung, Stephen Y. L.; Wong, Michael C. S. - 1999
Persistent link: https://www.econbiz.de/10001432958
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The investment and operating performance of Japanese initial public offerings
Cai, Jun - In: Pacific-Basin finance journal 5 (1997) 4, pp. 389-417
Persistent link: https://www.econbiz.de/10001229147