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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
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Integrator contracts with many agents and bankruptcy
Tsoulouhas, Theofanis C.; Vukina, Tomislav - In: American journal of agricultural economics 81 (1999) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001397006
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Macroeconomic news and bond market volatility
Jones, Charles M. - In: Journal of financial economics 47 (1998) 3, pp. 315-337
Persistent link: https://www.econbiz.de/10001234960
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The role transportation costs in the economics of commodity markets
Roehner, Bertrand M. - In: American journal of agricultural economics 78 (1996) 2, pp. 339-353
Persistent link: https://www.econbiz.de/10001203311
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Exchange rate variability and the riskiness of US multinational firms : evidence from the breakdown of the Bretton Woods system
Bartov, Eli; Bodnar, Gordon M.; Kaul, Aditya - In: Journal of financial economics 42 (1996) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10001205753
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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen - In: Journal of financial economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
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The effects of decision making on futures price volatility
Hennessy, David A. - In: American journal of agricultural economics 78 (1996) 3, pp. 591-603
Persistent link: https://www.econbiz.de/10001210751
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319