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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~person:"Connolly, Robert A."
~person:"Fernandes, Mário Correia"
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Aktienindex
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Connolly, Robert A.
Fernandes, Mário Correia
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The journal of futures markets
Journal of financial markets
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Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
2
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
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