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1
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
Saved in:
2
Forecasting
volatility
in the New Zealand stock market
Yu, Jun
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
Saved in:
3
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
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
Does the introduction of stock index futures effectively reduce stock market
volatility
? : Is the 'futures effect' immediate? ; Evidence from the Italian stock exchange using
GARCH
Bologna, Pierluigi
;
Cavallo, Laura
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 183-192
Persistent link: https://www.econbiz.de/10001640358
Saved in:
6
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
7
The smooth transition
GARCH
model: application to international stock indexes
Khemiri, Rim
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
Saved in:
8
Estimating the impact of good news on stock market
volatility
Malik, Farooq
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 545-554
Persistent link: https://www.econbiz.de/10009153251
Saved in:
9
Do trading volumes explain the persistence of
GARCH
effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
10
A contemporary analysis of Mexican stock market
volatility
González, Jorge G.
;
Spencer, Roger W.
;
Walz, Daniel T.
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 741-745
Persistent link: https://www.econbiz.de/10001777215
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