✦ LIBER ✦

Structural change and time dependence in models of stock returns

✍ Scribed by Dongcheol Kim; Stanley J Kon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling the time-changing dependence in

✍ Massimiliano Frezza 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 508 KB

Commonality in the time-variation of sto

✍ Robert A. Connolly; Chris Stivers; Licheng Sun 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 564 KB

Arbitrage and the Evaluation of Linear F

✍ Jonathan Fletcher 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB

Changes in the risk structure of stock r

✍ Lawrence Leger; Vitor Leone 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 397 KB

Acquiring firms' stock returns: Methods

✍ Elias Raad; H. K. Wu 📂 Article 📅 1994 🏛 Springer US 🌐 English ⚖ 865 KB

Dependence between stock returns and inv

✍ Xunfa Lu, Kin Keung Lai, Liang Liang 📂 Article 📅 2012 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 590 KB