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By Worthington Andrew C.  

Global Business and Economics Review, Vol. 10, Iss. 1, 2008-01 ,pp. : 1-10

Inderscience Publishers

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A model of stock price adjustment after dividends

By Borges Maria Rosa  

Journal of Economic Studies, Vol. 36, Iss. 5, 2009-09 ,pp. : 508-521

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An empirical study of realized and long-memory GARCH standardized stock-return

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Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 121-127

Routledge Ltd

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A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH

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Heteroscedasticity in stock market indicator return data: volume versus GARCH effects

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