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Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
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The performance of popular stochastic volatility option pricing models during the subprime crisis
Moyaert, Thibaut; Petitjean, Mikael - In: Applied financial economics 21 (2011) 13/15, pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
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Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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Estimating stock market volatility using asymmetric GARCH models
Alberg, Dima; Shalit, Haim; Yosef, Rami - In: Applied financial economics 18 (2008) 13/15, pp. 1201-1208
Persistent link: https://www.econbiz.de/10003760244
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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
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The mean volatility asymmetry in Asian stock markets
Liau, Yung-Shi; Yang, Jack J. W. - In: Applied financial economics 18 (2008) 4/6, pp. 411-419
Persistent link: https://www.econbiz.de/10003739136
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Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo; Daly, Kevin James - In: Applied financial economics 18 (2008) 7/9, pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
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Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam; Collet, Jérôme - In: Applied financial economics 18 (2008) 7/9, pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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Intraday characteristics of stock price crashes
Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255
Persistent link: https://www.econbiz.de/10003886042