A high-frequency investigation of the interaction between volatility and DAX returns
Year of publication: |
2010
|
---|---|
Authors: | Masset, Philippe ; Wallmeier, Martin |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 16.2010, 3, p. 327-344
|
Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Übernahme | Takeover | Kausalanalyse | Causality analysis | Deutschland | Germany | 1995-2005 |
-
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang, (2000)
-
Dynamic analysis between the US stock returns and the macroeconomic variables
Ratanapakorn, Orawan, (2007)
-
Khan, Gholam Syedain, (2013)
- More ...
-
A High-Frequency Investigation of the Interaction between Volatility and DAX Returns
Masset, Philippe, (2010)
-
A High-Frequency Investigation of the Interaction between Volatility and DAX Returns
Masset, Philippe, (2023)
-
At what price should Bordeaux wines be released?
Masset, Philippe, (2021)
- More ...