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Volatility
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Christiansen, Charlotte
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Applied economics letters
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Energy economics
82
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International review of financial analysis
48
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46
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CESifo working papers
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1
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
2
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
3
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
4
Correlation
evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun
;
Goutte, Stephane
; …
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
Saved in:
5
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
6
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
7
Do dark pools amplify volatility in times of stress?
Petrescu, Monica
;
Wedow, Michael
;
Lari, Natalia
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 25-29
Persistent link: https://www.econbiz.de/10011703770
Saved in:
8
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
9
Modelling the structural break in volatility
Cholodilin, Konstantin Arkadʹevič
;
Yao, Vincent Wenxiong
- In:
Applied economics letters
13
(
2006
)
7
,
pp. 417-422
Persistent link: https://www.econbiz.de/10003338355
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10
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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