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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
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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
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The ECB's survey of professional forecasters and financial market volatility in the euro area
Arnold, Ivo J. M.; Glasbeek, Michiel - In: Applied economics letters 18 (2011) 1/3, pp. 11-15
Persistent link: https://www.econbiz.de/10009230352
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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
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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
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Investment under uncertainty and volatility estimation risk
Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137
Persistent link: https://www.econbiz.de/10009412657
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On international stock market comovements and macroeconomic risks
Chen, Peng; Wu, Shu - In: Applied economics letters 20 (2013) 10/12, pp. 978-982
Persistent link: https://www.econbiz.de/10010196202