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Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds
Copeland, Laurence S. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390739
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Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds
Copeland, Laurence S. - In: Journal of business finance & accounting : JBFA 34 (2007) 1/2, pp. 313-330
Persistent link: https://www.econbiz.de/10003432226
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Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S. - In: Economics letters 43 (1993) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
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Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Abhyankar, Abhay - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001214331
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Estimating daily seasonality in foreign exchange rate changes
Copeland, Laurence S. - In: Journal of forecasting 13 (1994) 6, pp. 519-528
Persistent link: https://www.econbiz.de/10001172759
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A stochastic volatility model with Markov switching
So, Mike Ka-pui - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: Journal of the Royal Statistical Society 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
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A threshold stochastic volatility model
So, Mike Ka-pui; Li, Wai Keung; Lam, Kin - In: Journal of forecasting 21 (2002) 7, pp. 473-500
Persistent link: https://www.econbiz.de/10001775843