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The European journal of finance
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41
Asymmetric dependence patterns in financial time series
Ammann, Manuel
;
Süss, Stephan
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 703-719
Persistent link: https://www.econbiz.de/10003924429
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42
Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market
Guégan, Dominique
;
Zang, Jing
- In:
The European journal of finance
15
(
2009
)
7/8
,
pp. 777-795
Persistent link: https://www.econbiz.de/10003924432
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43
Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq
;
Wu, Hao
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
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44
International nonlinear causality between stock markets
Beine, Michel
;
Capelle-Blancard, Gunther
;
Raymond, Hélène
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 663-686
Persistent link: https://www.econbiz.de/10003816319
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45
Time-varying beta risk of Pan-European industry portfolios : a comparison of alternative modeling techniques
Mergner, Sascha
;
Bulla, Jan
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 771-802
Persistent link: https://www.econbiz.de/10003816568
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46
The effectiveness of dynamic hedging : evidence from selected European stock index futures
Sultan, Jahangir
;
Hasan, Mohammad S.
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 469-488
Persistent link: https://www.econbiz.de/10003772109
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47
Forecasting daily volatility with intraday data
Frijns, Bart
;
Margaritis, Dimitris
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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48
Testing for changing persistence in US Treasury on off spreads under weighted-symmetric estimation
Smith, L. Vanessa
;
Tambakis, Demosthenes Nicholas
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 75-89
Persistent link: https://www.econbiz.de/10003744691
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49
Hedging effectiveness of the Athens stock index futures contracts
Kavussanos, Manolis G.
;
Visvikis, Ilias D.
- In:
The European journal of finance
14
(
2008
)
3/4
,
pp. 243-270
Persistent link: https://www.econbiz.de/10003744788
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50
Modeling conditional skewness in stock returns
Lanne, Markku
;
Pentti, Saikkonen
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 691-704
Persistent link: https://www.econbiz.de/10003609984
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