Narrow search
Showing 1 - 10 of 79
Cover Image
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Cover Image
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
Cover Image
Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
Cover Image
Further evidence for the negative relationship between stock returns and volatility
Kurz-Kim, Jeong-Ryeol - In: Applied economics letters 16 (2009) 13/15, pp. 1295-1300
Persistent link: https://www.econbiz.de/10003894134
Cover Image
Growth and volatility in the European Union : a linear or a non-parametric approach?
Botsaris, Charalampos; Tsagkanos, Athanasios - In: Applied economics letters 14 (2007) 1/3, pp. 65-69
Persistent link: https://www.econbiz.de/10003448353
Cover Image
Using multivariate stochastic volatility models to investigate the interactions among NASDAQ and major Asian stock indices
Chen, Shieh-liang; Huang, Shian-chang; Lin, Yi-mien - In: Applied economics letters 14 (2007) 1/3, pp. 127-133
Persistent link: https://www.econbiz.de/10003448433
Cover Image
Determinants of volatility on international tourism demand for South Korea : an empirical note
Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 17 (2010) 1/3, pp. 217-223
Persistent link: https://www.econbiz.de/10003946516
Cover Image
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
Cover Image
Temporary ban on short positions and financial market volatility : evidence from the Madrid Stock Market
Morales Zumaquero, Amalia; Sosvilla-Rivero, Simón - In: Applied economics letters 22 (2015) 10/12, pp. 854-859
Persistent link: https://www.econbiz.de/10011286053
Cover Image
"Leverage Effect" in country betas and volatilities?
Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853
Persistent link: https://www.econbiz.de/10011286056