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~isPartOf:"International review of financial analysis"
~language:"eng"
~language:"nor"
~person:"Liu, Jia"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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International review of financial analysis
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1
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
2
Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda
;
Wei, Bo
;
Jin, Chenglu
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
Saved in:
3
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
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