Hammoudeh, Shawkat; McAleer, Michael - In: The North American Journal of Economics and Finance 25 (2013) C, pp. 109-115
, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating and … options with counterparty risk, day of the week effect on the VIX – a parsimonious representation, equity and CDS sector …