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Patterson, Douglas M.
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7
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ECONIS (ZBW)
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1
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
Saved in:
2
The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange
Ammermann, Peter A.
;
Patterson, Douglas M.
- In:
Pacific-Basin Finance Journal
11
(
2003
)
2
,
pp. 175-195
Persistent link: https://www.econbiz.de/10005351953
Saved in:
3
The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange
Ammermann, Peter A.
;
Patterson, Douglas M.
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 175-196
Persistent link: https://www.econbiz.de/10007233545
Saved in:
4
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:
5
A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence
Patterson, Douglas M.
;
Ashley, Richard A.
-
2000
Persistent link: https://www.econbiz.de/10001425839
Saved in:
6
Identification of the coefficients in a non-linear time series of the quadratic type
Hinich, Melvin J.
- In:
Journal of econometrics
30
(
1985
)
1
Persistent link: https://www.econbiz.de/10001265918
Saved in:
7
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
Saved in:
8
The marginal value of management using stochastic control
Bosshardt, Donald I.
- In:
Journal of economic dynamics & control
15
(
1991
)
3
,
pp. 455-489
Persistent link: https://www.econbiz.de/10001105519
Saved in:
9
Linear versus nonlinear macroeconomies : a statistical test
Ashley, Richard A.
- In:
International economic review
30
(
1989
)
3
,
pp. 685-704
Persistent link: https://www.econbiz.de/10001068609
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10
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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