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Baillie, Richard's
Scholarly Papers
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Morana, Claudio
International Centre for Economic Research (ICER) Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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03 Mar 09
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09 Jun 13
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ARFIMA, FIGARCH, long memory, structural change, inflation, G7
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Morana, Claudio
International Centre for Economic Research (ICER) Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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27 Mar 07
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09 Jun 13
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FIGARCH, long memory, structural change, stock market volatility
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3.
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The Impact of Delivery Terms on Stock Return Volatility
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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08 Apr 03
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Last Revised:
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17 Jun 03
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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Stock returns, volatility, market closings, GARCH
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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Stock returns, volatility, market closings, GARCH
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4.
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Stock Returns and Volatility
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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Posted:
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26 Feb 03
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Last Revised:
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17 Jun 03
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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0
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stock returns, volatility, risk, expected return
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DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance Baillie, Richard
Michigan State University - The Eli Broad College of Business and The Eli Broad Graduate School of Management
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0
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stock returns, volatility, risk, expected return
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