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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of financial analysis"
~person:"Cummins, Mark"
~person:"Fabozzi, Frank J."
~subject:"Theory"
~subject:"Volatility"
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Share price
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Estimation
5
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5
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3
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3
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Cummins, Mark
Fabozzi, Frank J.
Ma, Feng
5
Bouri, Elie
3
Coakley, Jerry
3
Degiannakis, Stavros
3
Liu, Jia
3
Nonejad, Nima
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Xuan Vinh Vo
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International review of financial analysis
Working paper series in economics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of fixed income
2
Annals of operations research
1
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ECONIS (ZBW)
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1
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
2
The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo
;
Cummins, Mark
;
Deeney, Peter
; …
- In:
International review of financial analysis
49
(
2017
),
pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
Saved in:
3
Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark
;
Dowling, Michael
;
Kearney, Fearghal
- In:
International review of financial analysis
46
(
2016
),
pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
Saved in:
4
Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
5
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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