Narrow search
Showing 1 - 10 of 829
Cover Image
Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
Cover Image
Dynamic correlation between stock prices and exchange rates
Lee, Chia-hao; Doong, Shuh-chyi; Chou, Pei-i - In: Applied financial economics 21 (2011) 10/12, pp. 789-800
Persistent link: https://www.econbiz.de/10009231590
Cover Image
Speed of adjustment to the long-run equilibrium : an application with US stock price and dividend data
Saltoglu, Burak - In: Applied financial economics 8 (1998) 4, pp. 367-375
Persistent link: https://www.econbiz.de/10001363509
Cover Image
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
Cover Image
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
Cover Image
Sustainability membership and stock price : an empirical study using the Morningstar-SRI Index
Nakai, Miwa; Yamaguchi, Keiko; Takeuchi, Kenji - In: Applied financial economics 23 (2013) 1/3, pp. 71-77
Persistent link: https://www.econbiz.de/10009719036
Cover Image
The weekly structure of US stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Applied financial economics 21 (2011) 22/24, pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Cover Image
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen - In: Applied financial economics 12 (2002) 5, pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Cover Image
European stock market dependencies when price changes are unusually large
Schich, Sebastian T. - In: Applied financial economics 14 (2004) 3, pp. 165-177
Persistent link: https://www.econbiz.de/10001915455
Cover Image
Dynamic analysis between the US stock returns and the macroeconomic variables
Ratanapakorn, Orawan; Sharma, Subash C. - In: Applied financial economics 17 (2007) 4/6, pp. 369-377
Persistent link: https://www.econbiz.de/10003446037