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2
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Applied financial economics
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ECONIS (ZBW)
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1
The Black-Litterman model : the definition of views based on
volatility
forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
2
Volatility
transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
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
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:
5
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:
6
Volatility
forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
Saved in:
7
Modelling the
volatility
in East European emerging stock markets : evidence on Hungary and Poland
Poshakwale, Sunil S.
;
Murinde, Victor
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 445-456
Persistent link: https://www.econbiz.de/10001595049
Saved in:
8
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:
9
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:
10
Modelling
volatility
and testing for efficiency in emerging capital markets : the case of the Athens Stock Exchange
Siourounis, Gregorios D.
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10001646096
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