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McMillan, David G.
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Applied financial economics
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ECONIS (ZBW)
908
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1
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908
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1
Forecasting stock return
volatility
at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
2
Volatility
forecasting performance of two-scale realized
volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
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
Saved in:
4
Modelling the
volatility
of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
5
Inflation and output as predictors of stock returns and
volatility
: international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
6
An examination of return and
volatility
patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
7
On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 915-922
Persistent link: https://www.econbiz.de/10002195474
Saved in:
8
Modelling and forecasting long memory in exchange rate
volatility
vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
9
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
10
Short and long term components of
volatility
in Hong Kong stock returns
Ané, Thierry
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 439-460
Persistent link: https://www.econbiz.de/10003335010
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