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A TEST OF THE GARCH(1, 1) SPEC...
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Ashley, Richard A.
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ECONIS (ZBW)
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1
Nonlinear serial dependence in industrial stock returns
Ashley, Richard A.
- In:
Advances in mathematical programming and financial …
2
(
1990
),
pp. 163-181
Persistent link: https://www.econbiz.de/10001103781
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2
Are technology shocks nonlinear?
Altuğ, Sumru
;
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
3
(
1999
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001618378
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3
Evaluating the effectiveness of nonlinear time series models : a new approach
Ashley, Richard A.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631177
Saved in:
4
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002092071
Saved in:
5
A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
Saved in:
6
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
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7
The speed of adjustment of warrant prices to changes in stock prices
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
2
,
pp. 233-241
Persistent link: https://www.econbiz.de/10001007892
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8
A transactions data analysis of nonsynchronous trading
Kadlec, Gregory B.
;
Patterson, Douglas M.
- In:
The review of financial studies
12
(
1999
)
3
,
pp. 609-630
Persistent link: https://www.econbiz.de/10001421848
Saved in:
9
The incidence of informational cascades and the behavior of trade interarrival times during the stock market bubble
Patterson, Douglas M.
;
Sharma, Vivek
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 111-136
Persistent link: https://www.econbiz.de/10003981219
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10
Detection and modeling of regression parameter variation across frequencies : with an application to testing the permanent income hypothesis
Tan, Hui Boon
;
Ashley, Richard A.
- In:
Macroeconomic dynamics
3
(
1999
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10001617714
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