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Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2000
Persistent link: https://www.econbiz.de/10001534272
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 2000
Persistent link: https://www.econbiz.de/10001534279
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Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.; Higgins, Matthew Lawrence; Lee, Sangkyu - 1995
Persistent link: https://www.econbiz.de/10000911331
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Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001605760
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001626756
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Conditional heteroscedasticity in the market model and efficient estimates of betas
Bera, Anil K. - In: The financial review : the official publication of the … 23 (1988) 2, pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
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Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - In: Journal of empirical finance 9 (2002) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001655807
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Testing constancy of correlation with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 1996
Persistent link: https://www.econbiz.de/10000959739
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Maximum entropy autoregressive conditional heteroskedasticity model
Park, Sung Y.; Bera, Anil K. - In: Journal of econometrics 150 (2009) 2, pp. 219-230
Persistent link: https://www.econbiz.de/10003858581