haku: @indexterm autocorrelation / yhteensä: 12
viitteet: 1-10 / 12
« edellinen sivu | seuraava sivu »
 otsikkovuositekijä
1.
Implications of market microstructure for realized variance measurement
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 27-43
 2010 Djupsjöbacka, D.
2.
Cross-autocorrelation in the Brazilian equity market before and after financial liberalization
Latin American business review
2003 : VOL. 4:1, p. 41-60
 2003 Ratner, M.
Leal, R.P.C.
3.
The determinants of conditional autocorrelation in stock returns
Journal of Financial Research
2003 : SUMMER, VOL. 26:2, p. 259-274
 2003 McKenzie, M.D.
Faff, R.W.
4.
Another New Look at the Monday Effect
Journal of Business Finance and Accounting
2002 : VOL. 29:7-8, p. 1123-1147
 2002 Sun, Q.
Tong, W. H. S.
5.
A censored-GARCH model of asset returns with price limits
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 197-223
 2002 Wei, S.X.
6.
Testing constancy of correlation and other specifications of the BGARCH model with an application to international equity returns
Journal of Empirical Finance
2002 : MAR, VOL. 9:2, p. 171-195
 2002 Bera, A.K.
Kim, S.
7.
Mean Reversion in the Short Horizon Returns of UK Portfolios
Journal of Business Finance and Accounting
2001 : JAN-MAR, VOL. 28:1-2, p. 107-126
 2001 Chelley-Steeley, P.
8.
Volatility, autocorrelations, and trading activity after stock splits
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 163-184
 2001 Kamara, A.
Lynch Koski, J.
9.
Impact of stock option listings on return and risk characteristics in Finland
International Review of Financial Analysis
2001 : VOL. 10:1, p. 19-36
 2001 Sahlstöm, P.
10.
Volatility and autocorrelation in major European stock markets
European Journal of Finance
1998 : MAR, VOL. 4:1, p. 61-74
 1998 Booth, G.
Koutmos, G.
« edellinen sivu | seuraava sivu »
SCIMA