Narrow search
Showing 1 - 7 of 7
Cover Image
A dynamic analysis of exchange market volatility
Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 10 (1997) 4, pp. 259-273
Persistent link: https://www.econbiz.de/10001400565
Cover Image
S&P 500 index options prices and the Black-Scholes option pricing model
Choi, Seung-mook S. - In: Applied financial economics 4 (1994) 4, pp. 249-263
Persistent link: https://www.econbiz.de/10001164680
Cover Image
Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
Cover Image
Empirical tests of chaotic dynamics in market volatility
Sengupta, Jati K. - In: Applied financial economics 5 (1995) 5, pp. 291-300
Persistent link: https://www.econbiz.de/10001189982
Cover Image
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 13/15, pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Cover Image
Exchange rate pass-through in the Asian countries : does inflation volatility matter?
Soon, Siew-Voon; Baharumshah, Ahmad Zubaidi; Wohar, Mark E. - In: Applied economics letters 25 (2018) 5, pp. 309-312
Persistent link: https://www.econbiz.de/10011854492
Cover Image
Fundamentals and fads in exchange market volatility
Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 11 (1997) 2, pp. 129-140
Persistent link: https://www.econbiz.de/10001400870