Macroeconomic Dynamics,volume 14,issue S1  (05-2010)

Period of time： 2010年S1期

Publisher： Cambridge University Press

Founded in： 2015

Total resources： 75

E-ISSN： 1469-8056|14|S1

ISSN： 1365-1005

Subject： F Economic

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Macroeconomic Dynamics,volume 14,issue S1

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MDY volume 14 issue S1 Cover and Back matter

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. b1-b2

Cambridge University Press

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MDY volume 14 issue S1 Cover and Front matter

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. f1-f4

Cambridge University Press

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INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 1-2

Cambridge University Press

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WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 3-41

Cambridge University Press

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INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 42-58

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APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 59-87

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IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 88-110

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THE INCIDENCE OF INFORMATIONAL CASCADES AND THE BEHAVIOR OF TRADE INTERARRIVAL TIMES DURING THE STOCK MARKET BUBBLE

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 111-136

Cambridge University Press

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A TEST OF THE GARCH(1, 1) SPECIFICATION FOR DAILY STOCK RETURNS

Macroeconomic Dynamics,volume 14,issue S1 , Vol. 14, Iss. S1, 2010-05 , pp. 137-144

Cambridge University Press

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Total 9 item(s)