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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej; Etebari, Ahmad; Wisniewski, … - 2010
Persistent link: https://www.econbiz.de/10008695604
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl - 2012
Persistent link: https://www.econbiz.de/10009562986
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Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina (contributor);  … - 2005 - [Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ; Volatility model evaluation …
Persistent link: https://www.econbiz.de/10002570445
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao; McAleer, Michael; Oya, Kosuke - 2011 - 1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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Eine empirische Untersuchung von Verfalltagseffekten am deutschen Aktienmarkt
Derse, Michael - 1993 - 1. Aufl. 1993
Persistent link: https://www.econbiz.de/10000871651
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Varianzminimale Portefeuilles am deutschen Aktienmarkt
Moftakhar, Victor - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000148675
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Kapitalmarktindikatoren und Investitionen in Sachkapital
Gebauer, Wolfgang; Schmidt, Klaus J. W.; Veestraeten, Dirk - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000565217