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Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto; Cuccia, Tiziana - In: Applied financial economics 24 (2014) 1/3, pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - In: Applied financial economics 13 (2003) 4, pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
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The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - 1999
Persistent link: https://www.econbiz.de/10001437100
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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
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Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
eliminated through diversification. Using Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH …
Persistent link: https://www.econbiz.de/10003886161
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The impact of stock incremental information on the volatility of the Athens stock exchange
Diamandis, Panayotis F.; Drakos, Anastassios A.; Volis, … - In: Applied financial economics 17 (2007) 4/6, pp. 413-424
Persistent link: https://www.econbiz.de/10003446057
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The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Mazouz, Khelifa; Saadouni, Brahim - In: Applied financial economics 17 (2007) 4/6, pp. 501-510
Persistent link: https://www.econbiz.de/10003446111
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Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth; Brzeszczynski, Janusz - In: Applied financial economics 21 (2011) 19/21, pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
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Heteroscedasticity in stock returns data revisited : volume versus GARCH effects
Omran, M. F.; McKenzie, Eddie - In: Applied financial economics 10 (2000) 5, pp. 553-560
Persistent link: https://www.econbiz.de/10001527054
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Testing persistence in the context of conditional heteroscedasticity errors
Gil-Alaña, Luis A. - In: Applied financial economics 20 (2010) 22/24, pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375