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Quantitative Finance Volume 12, 2012 - Issue 3
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Research Papers

Models for stock returns

Saralees Nadarajah University of Manchester, Manchester, M13 9PL, UKCorrespondence[email protected]
Pages 411-424 | Received 06 Sep 2008, Accepted 25 Feb 2009, Published online: 27 Feb 2012

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Emmanuel Afuecheta, Diego Andrés Pérez Ruiz, Chigozie Utazi & Chinwe Nwosu. (2016) On the flexibility of GARCH-family models with an application to the BRICS stock indices. Communications in Statistics: Case Studies, Data Analysis and Applications 2:1-2, pages 44-77.
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Articles from other publishers (3)

Emmanuel Afuecheta, Artur Semeyutin, Stephen Chan, Saralees Nadarajah & Diego Andrés Pérez Ruiz. (2020) Compound distributions for financial returns. PLOS ONE 15:10, pages e0239652.
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Emmanuel Afuecheta, Stephen Chan & Saralees Nadarajah. (2018) Flexible Models for Stock Returns Based on Student's T Distribution . The Manchester School 87:3, pages 403-427.
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Daniel Martin Katz, Michael James Bommarito, Tyler Soellinger & James Ming Chen. (2015) Law on the Market? Evaluating the Securities Market Impact of Supreme Court Decisions. SSRN Electronic Journal.
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