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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of development economics"
~isPartOf:"Journal of economic integration"
~person:"Boateng, Agyenim"
~person:"Caporale, Guglielmo Maria"
~person:"Lien, Da-hsiang Donald"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
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Boateng, Agyenim
Caporale, Guglielmo Maria
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International review of financial analysis
Journal of development economics
Journal of economic integration
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4
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3
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3
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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1
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International review of financial analysis
29
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Saved in:
3
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
4
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
5
Multiperiod hedging in the presence of stochastic volatility
Lien, Da-hsiang Donald
;
Wilson, B. Kemp
- In:
International review of financial analysis
10
(
2001
)
4
,
pp. 395-406
Persistent link: https://www.econbiz.de/10001651757
Saved in:
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