Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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More on the volatility-trading volume relationship in emerging markets: The Chinese stock marketJournal of applied statistics, 2009-07, Vol.36 (7), p.779-799 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2009 ;Copyright Taylor & Francis Ltd. Jul 2009 ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760802509101Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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Estimating mean-standard deviation ratios of financial dataJournal of applied statistics, 2012-03, Vol.39 (3), p.657-671 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2012 ;Copyright Taylor & Francis Ltd. 2012 ;ISSN: 0266-4763 ;ISSN: 1360-0532 ;EISSN: 1360-0532 ;DOI: 10.1080/02664763.2011.610443Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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An investigation of duration dependence in the American stock market cycleJournal of applied statistics, 2010-08, Vol.37 (8), p.1407-1416 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2010 ;Copyright Taylor & Francis Ltd. Aug 2010 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760903039875Digital Resources/Online E-Resources |
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4 |
Material Type: Article
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A segmented regime-switching model with its application to stock market indicesJournal of applied statistics, 2011-10, Vol.38 (10), p.2241-2252 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2011 ;Copyright Taylor & Francis Ltd. 2011 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664763.2010.545374Digital Resources/Online E-Resources |
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5 |
Material Type: Article
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Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction modelJournal of applied statistics, 2010-07, Vol.37 (7), p.1173-1191 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2010 ;Copyright Taylor & Francis Ltd. Jul 2010 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760902939638Digital Resources/Online E-Resources |
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6 |
Material Type: Article
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Optimal choice of sample fraction in univariate financial tail index estimationJournal of applied statistics, 2010-12, Vol.37 (12), p.2043-2056 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2010 ;Copyright Taylor & Francis Ltd. Dec 2010 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760903214403Digital Resources/Online E-Resources |
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7 |
Material Type: Article
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Impact study of volatility modelling of Bangladesh stock index using non-normal densityJournal of applied statistics, 2008-11, Vol.35 (11), p.1277-1292 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2008 ;Copyright Taylor & Francis Ltd. 2008 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760802320574Digital Resources/Online E-Resources |
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8 |
Material Type: Article
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CUSUM method in predicting regime shifts and its performance in different stock markets allowing for transaction feesJournal of applied statistics, 2006-08, Vol.33 (7), p.647-661 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2006 ;Copyright Taylor & Francis Ltd. Aug 2006 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760600708590Digital Resources/Online E-Resources |
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9 |
Material Type: Article
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Minimum chi-squared estimation of stable distributions parameters: An application to the Warsaw Stock ExchangeJournal of applied statistics, 2002-07, Vol.29 (5), p.729-744 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2002 ;Copyright Carfax Publishing Company Jul 2002 ;ISSN: 0266-4763 ;EISSN: 1360-0532 ;DOI: 10.1080/02664760120098793Digital Resources/Online E-Resources |