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Agathee, Ushad Subadar
Bell, Adrian R.
Burke, Simon P
Burke, Simon P.
Cambridge University Press
Clare, A D
Clare, A. D.
Clare, Andrew D.
Cos, Sotiris Tsola
Dalle Molle, J.W.
Davies, Ryan J.
Henry, Ãlan T.
Henry, Olan T
Henry, Ólan T.
Heravi, Saeed M
Hinich, Melvin J
Hinich, Melvin J.
Hinich, Melvin. J.
Kat, Harry. M
Kim, Sang Soo
Maitland-Smith, James K.
Oozeer, M. Currim
Patterson, Douglas M.
Reveiz, Alejandro H.
Rew, Alistair G
Rew, Alistair G.
Sannassee, Raja Vinesh
Subadar Agathee, Ushad
University of Maryland, Baltimore County
University of Reading / Henley Business School / ICMA Centre for Financial Markets
Ward, Charles W.R.
Advance Contracts for the Sale of Wool in Medieval England; An Undeveloped and Inefficient Market?
Alien neighbors, foreign friends Asian Americans, housing, and the transformation of urban California
alternative approach to investigating lead-lag relationships between stock and stock index futures markets, An
Augoregressive Conditional Kurtosis
Autoregressive Conditional Kurtosis
Benchmarks and the accuracy of GARCH model estimation
Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting.
Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models.
Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Chaos in Foreign Exchange Markets: A Sceptical View.
comparison of extreme value theory approaches for determining value at risk, A
Corporate Reputation and Stock Returns; are good firm good for investors?
Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures
Cross-correlations and cross-bicorrelations in Sterling exchange rates
Cross Hedging with Single Stock Futures
Decomposing the P/E Ratio
Detecting intraday periodicities with application to high frequency exchange rates
Does orthogonalization really purge equitybased property valuations of their general stock market influences?
Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate., A
Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market, The
Effect of Asymmetries on Optimal Hedge Ratios, The
Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test., The
English wool market, c. 1230-1327, The
EVT Approach to calculating Risk Capital Requirements, An
Extremes of the P/E Effect, The
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Forecasting models of retail rents
Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index
Futures basis, inventory and commodity price volatility: An empirical analysis
Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
Handbook of research methods and applications in empirical finance
Historiographical perceptions of Byzantium during the eleventh and twelfth centuries
Hot and cold IPO markets: The case of the Stock Exchange of Mauritius
Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis, The
impact of economic and financial factors on UK property performance, The
Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market., The
Information criteria for GARCH model selection
Interest in medieval accounts: Examples from England, 1272-1340
Interest rates and efficiency in medieval wool forward contracts
International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks
Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
Introductory econometrics for finance
Leger est aprendre mes fort est arendre;: Wool, Debt and the Dispersal of Pipewell Abbey (1280 - 1330)
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Linkages between property asset returns and interest rates: evidence for the UK
Long-Term P/E Radio, The
Long-Term Price-Earnings Ratio, The
Low-Cost Momentum Strategies
Measuring the Response of Macroeconomic Uncertainty to Shocks
Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market, A
model for exchange rates with crawling bands--an application to the Colombian peso, A
Modelling the Implied Volatility of Options on Long Gilt Futures
Momentum profits and time-varying unsystematic risk
Multivariate GARCH models: software choice and estimation issues
New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates, A
Note on Estimating Market-Based Minimum Capital Risk Requirements: A Multivariate GARCH Approach., A
Optimal Hedging and the Value of News.
Optimal hedging with higher moments
Over the Moon or Sick as a Parrot? The Effect's of Football Results on a Club's Share Price
Over the moon or sick as a parrot? The effects of football results on a club's share price
Portmanteau Model Diagnostics and Tests for Nonlinearity: A Comparative Monte Carlo Study of Two Alternative Methods.
Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
RATS Handbook to Accompany Introductory Econometrics for Finance
re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal', A
Real estate modelling and forecasting
S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance, The
S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume, The
Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects
Selecting from amongst Non-nested Conditional Variance Models: Information Criteria and Portfolio Determination.
Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?
Statistical Properties of Hedge Fund Index Returns, The
stock performance of America's 100 Best Corporate Citizens, The
Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors.
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Testing for periodically collapsing rational speculative bubbles in US REITs
Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index, A
Threshold autoregressive and Markov switching models: an application to commercial real estate
Time Varying Volatility and the Cross-Section of Equity Returns
trading profitability of forecasts of the gilt-equity yield ratio, The
Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index
Transaction Costs, Trading Volume and Momentum Strategies
underpricing of IPOs on the Stock Exchange of Mauritius, The
Value at Risk and Market Crashes
Value Premium and Time-Varying Unsystematic Risk, The
Value Premium and Time-Varying Volatility, The
Volatility forecasting for risk management
What will be the risk-free rate and benchmark yield curve following European monetary union?
word of caution on calculating market-based minimum capital risk requirements, A
Thesis (M.A.)--University of Maryland, Baltimore County, 1996