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isPartOf:"MPRA Paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion Papers / School of Economics, University of Nottingham"
~language:"eng"
~subject:"EGARCH"
~subject:"trade"
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Andrikopulos, Andreas A.
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Duqi, Andi
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Kassimatis, Konstantinos
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MPRA Paper
Applied financial economics
Discussion Papers / School of Economics, University of Nottingham
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
2
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
3
Financial liberalization and stock market volatility in selected developing countries
Kassimatis, Konstantinos
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 389-394
Persistent link: https://www.econbiz.de/10001671111
Saved in:
4
Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Watanabe, Toshiaki
- In:
Applied financial economics
12
(
2002
)
6
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001671112
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