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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~person:"Copeland, Laurence S."
~person:"Gupta, Rangan"
~subject:"Volatility"
~subject:"returns"
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Zeitreihenanalyse
Volatility
returns
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Zimmermann, Klaus F.
Copeland, Laurence S.
Gupta, Rangan
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Koutmos, Gregory
2
Pierdzioch, Christian
2
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1
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The European journal of finance
Department of Economics working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
7
Working papers / University of Connecticut, Department of Economics
5
Applied economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
2
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
3
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
4
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
5
LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay
;
Copeland, Laurence S.
;
Wong, W.
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
Saved in:
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