Narrow search
Showing 1 - 10 of 8,424
Cover Image
An empirical model of network formation : detecting homophily when agents are heterogenous
Graham, Bryan S. - 2014
Persistent link: https://www.econbiz.de/10010394516
Cover Image
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Cover Image
Maximum likelihood estimation of latent affine processes
Bates, David S. - 2003
Persistent link: https://www.econbiz.de/10001758410
Cover Image
Revisiting the question : does corporate headquarters location matter for stock returns?
Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508
Persistent link: https://www.econbiz.de/10009232940
Cover Image
Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Cover Image
The distribution of stock return volatility
Andersen, Torben (contributor) - 2000
Persistent link: https://www.econbiz.de/10001519326
Cover Image
Modeling and forecasting realized volatility
Andersen, Torben (contributor) - 2001
Persistent link: https://www.econbiz.de/10001561837
Cover Image
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001440693
Cover Image
A note on return distribution of UK stock indices
Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied economics letters 12 (2005) 9, pp. 573-576
Persistent link: https://www.econbiz.de/10003015769
Cover Image
Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657