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Australian stock market volatility : 1875 - 1987
Kearns, P.; Pagan, Adrian R. - 1990
Persistent link: https://www.econbiz.de/10000798422
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Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
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Alternative models for conditional stock volatility
Pagan, Adrian R. - In: Journal of econometrics 45 (1990) 1, pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
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Testing for covariance stationarity in stock market data
Pagan, Adrian R. - In: Economics letters 33 (1990) 2, pp. 165-170
Persistent link: https://www.econbiz.de/10001088170
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Australian stock market volatility : 1875 - 1987
Kearns, P. - In: The economic record : er 69 (1993) 205, pp. 163-178
Persistent link: https://www.econbiz.de/10001145156
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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A simple framework for analysing bull and bear markets
Pagan, Adrian R.; Sossounov, Kirill A. - In: Journal of applied econometrics 18 (2003) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10001738239
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002
Dungey, Mardi H.; Fry, Renee; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001808712
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International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2002
Persistent link: https://www.econbiz.de/10001675211
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002
Dungey, Mardi H.; Fry, Renée; Martin, Vance - In: Global finance journal 15 (2004) 1, pp. 81-102
Persistent link: https://www.econbiz.de/10002125860