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Applied Financial Economics Volume 17, 2007 - Issue 18
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Original Articles

A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment

Andreas Behr Institute for Econometrics, University of Muenster, Germany E-mail: [email protected]
Pages 1479-1487 | Published online: 23 Nov 2007

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Read on this site (1)

Andreas Behr. (2007) Assessing the stability of Gaussian mixture models for monthly returns of the S&P 500 index. Applied Financial Economics Letters 3:4, pages 215-220.
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Articles from other publishers (1)

Philipp Adämmer & Martin T. Bohl. (2015) Speculative bubbles in agricultural prices. The Quarterly Review of Economics and Finance 55, pages 67-76.
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