Add to ORKGSIGLEAvailable from British Library Document Supply Centre-DSC:3597.9517(no 95/08) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...
Heteroskedasticity in returns may be explainable by trading volume. We use different volume variable...
Daily cash price changes are not normally distributed. Their empirical distributions have fat tails ...
This paper provides empirical support for the notion that autoregressive conditional heteroskedastic...
Frequently observed evidence strengthens the findings about stock returns exhibiting heteroscedastic...
In this paper we model equity returns by extending the selectivity corrected market model approach o...
The result of Lamoureux and Lastrapes and Omran and McKenzie are extended to the Swedish stock marke...
Stock returns have long been recognized to be heteroscedastic as well as leptokurtic. One model that...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(15) / BLDSC - British Libra...
104 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2001.The third essay analyzes empi...
This study investigates the presence of conditional heteroscedasticity in the market model residual ...
SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--70) / BLDSC - B...
This thesis investigates the relationship between trading volume and stock re- turn volatility using...
SIGLEAvailable from British Library Document Supply Centre- DSC:D96803 / BLDSC - British Library Doc...
SIGLEAvailable from British Library Document Supply Centre- DSC:D171576 / BLDSC - British Library Do...
SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...
Heteroskedasticity in returns may be explainable by trading volume. We use different volume variable...
Daily cash price changes are not normally distributed. Their empirical distributions have fat tails ...
This paper provides empirical support for the notion that autoregressive conditional heteroskedastic...
Frequently observed evidence strengthens the findings about stock returns exhibiting heteroscedastic...
In this paper we model equity returns by extending the selectivity corrected market model approach o...
The result of Lamoureux and Lastrapes and Omran and McKenzie are extended to the Swedish stock marke...
Stock returns have long been recognized to be heteroscedastic as well as leptokurtic. One model that...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9448(15) / BLDSC - British Libra...
104 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2001.The third essay analyzes empi...
This study investigates the presence of conditional heteroscedasticity in the market model residual ...
SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--70) / BLDSC - B...
This thesis investigates the relationship between trading volume and stock re- turn volatility using...
SIGLEAvailable from British Library Document Supply Centre- DSC:D96803 / BLDSC - British Library Doc...
SIGLEAvailable from British Library Document Supply Centre- DSC:D171576 / BLDSC - British Library Do...
SIGLEAvailable from British Library Document Supply Centre-DSC:DX208836 / BLDSC - British Library Do...
Heteroskedasticity in returns may be explainable by trading volume. We use different volume variable...
Daily cash price changes are not normally distributed. Their empirical distributions have fat tails ...