Long memory in international equity markets revisited

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Applied financial economics letters
1. Verfasser: Assaf, Ata (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2008
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Find a penny and pick it up: capitalizing on mutual fund rounding 2008 Redding, Lee Scott
Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis 2008 Brooks, Robert
Day of the week seasonality in African stock markets 2008 Alagidede, Paul
Optimal mortgage refinancing : application of bond valuation tools to household risk management 2008 Kalotay, Andrew J.
Dynamic modelling of bank profits 2008
Provincial co-movement in Chinese stock returns 2008 Wongchoti, Udomsak
Mood and UK equity pricing 2008 Dowling, Michael
Estimating the value of victory : English football 2008 Hickman, Kent A.
A nonparametric approach to the noise density in stochastic volatility models 2008 Alfarano, Simone
An ordered probit model of Morningstar individual stock ratings 2008 Brooks, Robert
Firm survival and time aggregation bias 2008 Siriopoulos, Costas
Decomposition of mutual fund underperformance 2008 Hu, Jin-li
Does the rule for voluntary disclosure induce truthful disclosure? 2008 Chen, Chen-wen
Long-term asymmetry in the USD-DEM spot exchange rate volatility process 2008 Bollen, Bernard
The impact of WTO on international interdependence degree among United States, Korea and China 2008 Huang, Chia-Hsing
Credit default swap rates and stock prices 2008 Realdon, Marco
Econometric analysis of interest rate pass-through 2008 Cook, Steven
Fractional return and fractional CAPM 2008 Raei, Reza
A note on the general elections and long memory : evidence from the London Stock Exchange 2008 Cheah, Eng-Tuck
Some properties of absolute returns as a proxy for volatility 2008 Giles, David E. A.
Alle Artikel auflisten