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International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong - In: Applied financial economics 17 (2007) 4/6, pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
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Volatility relationship between stock performance and real output
Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784
Persistent link: https://www.econbiz.de/10003350994
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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
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Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.; In, Francis Haeuck - In: Applied financial economics 16 (2006) 12, pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
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Margin requirements, positive feedback trading, and stock return autocorrelations : the case of Japan
Watanabe, Toshiaki - In: Applied financial economics 12 (2002) 6, pp. 395-403
Persistent link: https://www.econbiz.de/10001671112