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Influence of heterogeneous beliefs on volatility when agents' degree of confidence differs
Ho, Hwai-chung; Lin, Chien-chih - In: Applied economics letters 18 (2011) 10/12, pp. 955-959
Persistent link: https://www.econbiz.de/10009317681
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Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang; Huang, Ping; Fu, Desheng; Zhang, Wei - In: Applied economics letters 29 (2022) 15, pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
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Openness and capital flow volatility : comparisons between transition economies and Latin America
Hegerty, Scott W. - In: Applied economics letters 18 (2011) 10/12, pp. 1177-1180
Persistent link: https://www.econbiz.de/10009317514
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European stock market comovement dynamics during some major financial market turmoils in the period 1997 to 2010 : a comparative DCC-GARCH and wavelet correlation analysis
Dajcman, Silvio; Festić, Mejra; Kavkler, Alenka - In: Applied economics letters 19 (2012) 13/15, pp. 1249-1256
Persistent link: https://www.econbiz.de/10009680562
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The long-range dependence phenomena in asset returns : the Chinese case
Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Applied economics letters 13 (2006) 2, pp. 131-133
Persistent link: https://www.econbiz.de/10003293805
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Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
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Public information, private information, inventory control, and volatility of intraday NTS USD exchange rates
Gau, Y.-F.; Hua, M. - In: Applied economics letters 11 (2004) 4, pp. 263-266
Persistent link: https://www.econbiz.de/10002001508
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K-factor GARMA models for intraday volatility forecasting
Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco - In: Applied economics letters 10 (2003) 4, pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
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Trading frequency and the compass rose
Cai, Charlie; Hudson, Robert; Keasey, Kevin - In: Applied economics letters 10 (2003) 8, pp. 511-517
Persistent link: https://www.econbiz.de/10001770608