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subject:"Share price"
subject:"Stock index"
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ECONIS (ZBW)
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151
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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152
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
153
Common shocks, common dynamics, and the international business cycle
Centoni, Marco
;
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Economic modelling
24
(
2007
)
1
,
pp. 149-166
Persistent link: https://www.econbiz.de/10003408895
Saved in:
154
Modeling spillovers and feedback of international trade in a disequilibrium framework
Beck, Martin
;
Winker, Peter
- In:
Economic modelling
21
(
2004
)
3
,
pp. 445-470
Persistent link: https://www.econbiz.de/10002027776
Saved in:
155
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
156
Dynamics of money, output and price interaction : some Indian evidence
Roy, Sudipta Dutta
;
Darbha, Gangadhar
- In:
Economic modelling
17
(
2000
)
4
,
pp. 559-588
Persistent link: https://www.econbiz.de/10001533890
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