Nonlinear dependence in Finnish stock returns-Reference-Cited by-同舟云学术

Nonlinear dependence in Finnish stock returns

Published:1994-04 Issue:2 Volume:74 Page:273-283
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Booth G.Geoffrey,Martikainen Teppo,Sarkar Salil K.,Virtanen Ilkka,Yli-Olli Paavo

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference42 articles.

1. Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts;Akgiray;Journal of Business,1989

2. German stock markets resiliency to world-wide panics;Akgiray;Zeitschrift für Betriebswirtschaft,1989

3. Stock returns and volatility;Baillie;Journal of Financial and Quantitative Analysis,1990

4. Chaos: Significance, mechanism and economic applications;Baumol;Journal of Economic Perspectives,1989

5. Market serial correlation on a small security market: A note;Berglund;Journal of Finance,1988

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