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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~person:"Caudill, Steven B."
~person:"Chatrath, Arjun"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Stock market"
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Caudill, Steven B.
Chatrath, Arjun
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Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
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2
Non-linear dynamics in futures prices : evidence from the coffee, sugar and cocoa exchange
Adrangi, Bahram
;
Chatrath, Arjun
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001748447
Saved in:
3
SFA, TFA and a new thick frontier : graphical and analytical comparisons
Caudill, Steven B.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 309-317
Persistent link: https://www.econbiz.de/10001688798
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4
Charter status, ownership type and efficiency in the thrift industry
Caudill, Janice E.
;
Caudill, Steven B.
;
Gropper, Daniel M.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 147-155
Persistent link: https://www.econbiz.de/10001563298
Saved in:
5
International linkages in bank lending and borrowing markets : evidence from six industrialized countries
Chatrath, Arjun
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 403-411
Persistent link: https://www.econbiz.de/10001226977
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