Narrow search
Showing 1 - 10 of 376
Cover Image
Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun - In: Applied financial economics 23 (2013) 10/12, pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
Cover Image
Estimation of persistence in log-volatility using panel data
Kitazawa, Yoshitsugu - In: Applied financial economics 13 (2003) 6, pp. 463-472
Persistent link: https://www.econbiz.de/10001770763
Cover Image
Evidence for state and time nonseparable preferences : the case of Finland
Virk, Nader Shahzad - In: Applied financial economics 23 (2013) 22/24, pp. 1821-1838
Persistent link: https://www.econbiz.de/10010337260
Cover Image
Does idiosyncratic risk matter? : evidence from European stock markets
Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137
Persistent link: https://www.econbiz.de/10003739011
Cover Image
Fundamental uncertainty and stock market volatility
Arnold, Ivo J. M.; Vrugt, Evert B. - In: Applied financial economics 18 (2008) 16/18, pp. 1425-1440
Persistent link: https://www.econbiz.de/10003779549
Cover Image
Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729
Persistent link: https://www.econbiz.de/10002111044
Cover Image
Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Loudon, Geoffrey F. - In: Applied financial economics 16 (2006) 13, pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
Cover Image
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
Cover Image
Implied risk aversion and volatility risk premiums
Yoon, Sun-joong; Byun, Suk Joon - In: Applied financial economics 22 (2012) 1/3, pp. 59-70
Persistent link: https://www.econbiz.de/10009419575
Cover Image
Stochastic volatility forecasting and risk management
Sadorsky, Perry A. - In: Applied financial economics 15 (2005) 2, pp. 121-135
Persistent link: https://www.econbiz.de/10002537405