✦ LIBER ✦

Evidence of Nonlinearity in Daily Stock Returns

✍ Scribed by Melvin J. Hinich and Douglas M. Patterson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Daily seasonality in stock returns: Furt

✍ Amado Peiró 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 453 KB

STATISTICAL PROPERTIES OF DAILY RETURNS:

✍ A. Corhay; A. Tourani Rad 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 557 KB

Nonlinearity in Forecasting of High-Freq

✍ Juan C. Reboredo, José M. Matías, Raquel Garcia-Rubio 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 255 KB

ASSESSING AND TESTING FOR THRESHOLD NONL

✍ Cathy W.S. Chen; Mike K.P. So; Richard H. Gerlach 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 315 KB

Nonlinear dependence and conditional het

✍ Omran, M. F. 📂 Article 📅 1997 🏛 Taylor and Francis Group 🌐 English ⚖ 248 KB

MACROECONOMIC NEWS, STOCK TURNOVER, AND

✍ Robert Connolly; Chris Stivers 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 157 KB