European Journal of Finance

Issue: 11, 2

http://www.tandf.co.uk/journals/routledge/1351847X.html

• The Tick/Volatility Ratio as a Determinant of the Compass Rose Pattern  93 - 109
  Chun, I Lee
  Mathur, Ike
  Gleason, Kimberly C.
• Evaluating Density Forecasts from Models of Stock Market Returns  151 - 166
  Raunig, Burkhard
  de Raaij, Gabriela
• Non-linear Dependence and Conditional Heteroscedasticity in Stock Returns Evidence from the Norwegian Thinly Traded Equity Market  111 - 136
  Solibakke, Per Bjarte
• Prediction in Chaotic Time Series: Methods and Comparisons with an Application to Financial Intra-day Data  137 - 150
  Mercier, L.
  Guégan, D.