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Volume 18; Issue 7
Main
Applied Financial Economics
Volume 18; Issue 7
Applied Financial Economics
Volume 18; Issue 7
1
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 347 KB
Your tags:
english, 2008
2
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
,
Collet, Jérôme
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 167 KB
Your tags:
english, 2008
3
Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles
,
Guégan, Dominique
,
Péguin-Feissolle, Anne
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 149 KB
Your tags:
english, 2008
4
The financial structure of nonlisted firms
Hol, Suzan
,
Wijst, Nico Van der
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 137 KB
Your tags:
english, 2008
5
An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach
Roca, Eduardo D.
,
Wong, Victor S. H.
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 268 KB
Your tags:
english, 2008
6
Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Vo, Xuan Vinh
,
Daly, Kevin
Journal:
Applied Financial Economics
Year:
2008
Language:
english
File:
PDF, 196 KB
Your tags:
english, 2008
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