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Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen - In: Journal of international financial markets, … 9 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
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The dynamic relationship of volatility, volume, and market depth in currency futures markets
Fung, Hung-gay; Patterson, Gary A. - In: Journal of international financial markets, … 9 (1999) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
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A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang; Lim, Kian-Guan; Chang, Carolyn - In: Journal of international financial markets, … 9 (1999) 3, pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
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Oil price shocks and stock market activity
Sadorsky, Perry A. - In: Energy economics 21 (1999) 5, pp. 449-469
Persistent link: https://www.econbiz.de/10001405329
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Recovery of real estate returns for portfolio allocation
Corgel, John B.; DeRoos, Jan A. - In: The journal of real estate finance and economics 18 (1999) 3, pp. 279-296
Persistent link: https://www.econbiz.de/10001410569
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Permanent versus transitory components of annual earnings and estimation error in earnings response coefficients
Ali, Ashiq - In: Journal of accounting & economics 15 (1992) 2, pp. 249-264
Persistent link: https://www.econbiz.de/10001330741
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Bias and precision of estimates of housing investment risk based on repeat-sales indices : a simulation analysis
Geltner, David - In: The journal of real estate finance and economics 14 (1997) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10001335497
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809