Similar Search Results

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework

Berument, Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Economic modelling 26 (2009) 6, pp. 1201-1207

Persistent link: https://www.econbiz.de/10003923524

A new interpretation of known facts : the case of two-way causality between trading and volatility

Müller, Christian - In: Economic modelling 29 (2012) 3, pp. 664-670

Persistent link: https://www.econbiz.de/10009544842

Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice

Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813

Persistent link: https://www.econbiz.de/10011380850

Firm-specific risk and IPO market cycles

Beaulieu, Marie-Claude; Bouden, Habiba Mrissa - In: Applied economics 47 (2015) 49/51, pp. 5354-5377

Persistent link: https://www.econbiz.de/10011341815

The impact of fine size and uncertainty on punishment and deterrence : theory and evidence from the laboratory

Feess, Eberhard; Schildberg-Hörisch, Hannah; Schramm, … - 2015

We develop a theoretical model to identify and compare partial and equilibrium effects of uncertainty and the magnitude of fines on punishment and deterrence. Partial effects are effects on potential violators' and punishers' decisions when the other side's behavior is exogenously given....

Persistent link: https://www.econbiz.de/10011347317