1

ARCH modeling in finance: A review of the theory and empirical evidence

Year:
1992
Language:
english
File:
PDF, 4.05 MB
english, 1992
2

Multivariate Simultaneous Generalized Arch

Year:
1995
Language:
english
File:
PDF, 2.47 MB
english, 1995
4

Program trading, nonprogram trading, and market volatility

Year:
1997
Language:
english
File:
PDF, 219 KB
english, 1997
9

Modeling Asymmetric Comovements of Asset Returns

Year:
1998
Language:
english
File:
PDF, 1.10 MB
english, 1998
10

Multivariate Simultaneous Generalized ARCH

Year:
1995
Language:
english
File:
PDF, 1.24 MB
english, 1995
11

Forecasting volatility in commodity markets

Year:
1995
Language:
english
File:
PDF, 1.24 MB
english, 1995
16

Dynamic Cross Hedging with Mortgage-Backed Securities

Year:
1998
Language:
english
File:
PDF, 1.17 MB
english, 1998
17

Tests of Intraurban Central Place Theories

Year:
1985
Language:
english
File:
PDF, 549 KB
english, 1985
18

The Greatest Return Stories Ever Told

Year:
2001
Language:
english
File:
PDF, 194 KB
english, 2001
19

EMU and the Asset Allocation Decision

Year:
1999
Language:
english
File:
PDF, 115 KB
english, 1999