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ECONIS (ZBW)
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An introduction to analysis of financial data with R
Tsay, Ruey S.
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2013
Persistent link: https://www.econbiz.de/10009678179
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Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
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1995
Persistent link: https://www.econbiz.de/10000929607
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Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
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Nonlinearity in high-frequency financial data and hierarchical models
McCulloch, Robert E.
(
contributor
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- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001769738
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Residual income, value-relevant information and equity valuation : a simultaneous equations approach
Tsay, Ruey S.
;
Lin, Yi-mien
;
Wang, Hsiao-wen
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 331-358
Persistent link: https://www.econbiz.de/10003799575
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