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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"McAleer, Michael"
~person:"Nartea, Gilbert V."
~person:"Singh, Abhay Kumar"
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Share price
Stock index
Estimation
10
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10
Börsenkurs
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Volatility
4
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4
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3
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3
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McAleer, Michael
Nartea, Gilbert V.
Singh, Abhay Kumar
Allen, David E.
9
Garcia, René
3
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2
Ardison, Kym
2
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Okou, Cédric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
School of Accounting, Finance and Economics & FEMARC working paper series
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
8
Working paper
5
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1
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
2
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
3
The size and book-to-market effects and the Fama-French three-factor model in small markets : preliminary findings from New Zealand
Djajadikerta, Hadrian
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220907
Saved in:
4
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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