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Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
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Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.; Tsou, Glenn Yu-Gen - In: Applied financial economics 8 (1998) 5, pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
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A comparison of short-term interest rate models : empirical tests of interest rate volatility
Niizeki, Mikiyo Kii - In: Applied financial economics 8 (1998) 5, pp. 505-512
Persistent link: https://www.econbiz.de/10001363824
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Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data
Liljeblom, Eva - In: Applied financial economics 7 (1997) 4, pp. 419-426
Persistent link: https://www.econbiz.de/10001226973
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Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc - In: Applied financial economics 7 (1997) 4, pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
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Spreads, information flows and transparency across trading systems
Kofman, Paul - In: Applied financial economics 7 (1997) 3, pp. 281-294
Persistent link: https://www.econbiz.de/10001227553
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Exchange rate and interest rate volatility in the European monetary system : some further results
Sarno, Lucio - In: Applied financial economics 7 (1997) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001227556
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Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia - In: Applied financial economics 7 (1997) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
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Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
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Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Clare, Andrew D. - In: Applied financial economics 7 (1997) 5, pp. 517-523
Persistent link: https://www.econbiz.de/10001229835