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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
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Stochastic
volatility
models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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3
Volatility
spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
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Do macroeconomic announcements cause asymmetric
volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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Garch and irregularly spaced data
Meddahi, Nour
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contributor
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Renault, Eric
(
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); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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6
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
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contributor
);
Harms, Philipp
(
contributor
)
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2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586638
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Opinions on tax deductions and the consensus effect in a survey-experiment
Heijden, Eline C. van der
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contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989173
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Aggressive orders and the resiliency of a limit order market
Degryse, Hans
;
Jong, Frank de
;
Van Ravenswaaij, Maarten
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701524
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Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
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contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
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