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~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~subject:"Announcement effect"
~subject:"Börsenkurs"
~subject:"Volatility"
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Evidence
1977
Persistent link: https://www.econbiz.de/10003266670
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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Distribution of trading activity across strike prices in the DAX index options market
Lazarov, Zdravetz
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040448
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
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1996
Persistent link: https://www.econbiz.de/10000944084
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Industry portfolios and macroeconomic shocks : an impulse response and variance decomposition analysis
Järvinen, Jari
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1998
Persistent link: https://www.econbiz.de/10000998687
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Industry portfolios and macroeconomic news
Järvinen, Jari
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1997
Persistent link: https://www.econbiz.de/10000970269
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Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
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1997
Persistent link: https://www.econbiz.de/10000970274
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8
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
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1998
Persistent link: https://www.econbiz.de/10000982695
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Evidence
1975
Persistent link: https://www.econbiz.de/10001756378
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