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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~person:"Chevallier, Julien"
~person:"Fraser, Patricia"
~subject:"Feedback effect"
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Volatilität
Feedback effect
Estimation
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2
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Chevallier, Julien
Fraser, Patricia
Gupta, Rangan
4
Lettau, Martin
4
McMillan, David G.
4
Aboura, Sofiane
3
Bianchi, Francesco
3
Ludvigson, Sydney C.
3
Antonakakis, Nikolaos
2
Artis, Michael J.
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Niizeki, Mikiyo Kii
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Restoy, Fernando
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Rodríguez, Rosa
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Umar, Zaghum
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Xuan Vinh Vo
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Applied financial economics
Discussion paper / Centre for Economic Policy Research
Research in international business and finance
Energy economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Discussion paper / University of Tasmania, Department of Economics
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Finance research letters
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ECONIS (ZBW)
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1
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
2
Oil vs. gasoline : the dark side of volatility and taxation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
39
(
2017
),
pp. 976-989
Persistent link: https://www.econbiz.de/10011912421
Saved in:
3
Spikes and crashes in the oil market
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
36
(
2016
),
pp. 615-623
Persistent link: https://www.econbiz.de/10011594637
Saved in:
4
What drives stock prices? : fundamentals, bubbles and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
5
Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
Saved in:
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