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subject:"ARCH-Modell"
~isPartOf:"Advances in risk management"
~isPartOf:"Emerging markets : identification, new developments and investments"
~subject:"Stock market"
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ARCH-Modell
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Advances in risk management
Emerging markets : identification, new developments and investments
Applied economics
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International review of economics & finance : IREF
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Economic modelling
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Journal of international financial markets, institutions & money
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International review of financial analysis
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Emerging markets, finance and trade : EMFT
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Finance research letters
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International Journal of Financial Studies : open access journal
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Reexamining covariance risk dynamics in global stock markets using quantile regression analysis
Li, Ming-yuan Leon
- In:
Emerging markets : identification, new developments and …
,
(pp. 57-80)
.
2010
Persistent link: https://www.econbiz.de/10009563149
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Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
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