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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"nld"
~language:"por"
~language:"rus"
~person:"Barbier, Edward"
~person:"Cumming, Douglas J."
~person:"McMillan, David G."
~person:"Yarovaya, Larisa"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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International review of financial analysis
Journal of international financial markets, institutions & money
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
6
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1
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
2
Forecasting realised volatility : does the LASSO approach outperform HAR?
Ding, Yi
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803163
Saved in:
3
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
4
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
5
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
6
Asymmetric risk premium in value and growth stocks
Black, Angela J.
;
McMillan, David G.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 237-246
Persistent link: https://www.econbiz.de/10003348583
Saved in:
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