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Quant, Marieke
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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.
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contributor
); …
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2000
Persistent link: https://www.econbiz.de/10001528578
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2
Volatility
spillover effects in European equity markets
Baele, Lieven
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contributor
)
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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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Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
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contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
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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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The inefficiency of the stock market equilibrium under moral hazard
Calcagno, Riccardo
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contributor
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Wagner, Wolf
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001869838
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Forecast accuracy after pretesting with an application to the stock market
Danilov, Dmitry L.
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contributor
);
Magnus, Jan R.
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692432
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Garch and irregularly spaced data
Meddahi, Nour
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contributor
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Renault, Eric
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
(
contributor
);
Harms, Philipp
(
contributor
)
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586638
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10
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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