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McMillan, David G.
13
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9
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9
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7
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7
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6
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6
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6
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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Applied financial economics
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Energy economics
1,788
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China economic review : an international journal
1,631
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1,475
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1,431
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1,378
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1,008
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860
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763
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759
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732
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722
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708
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695
International journal of economics and finance
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607
Asian Agricultural Research
599
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584
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ECONIS (ZBW)
978
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1
The asymmetric impact of firm-specific and of index returns on the
volatility
processes of individual stocks
Voukelatos, Nikolaos
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576
Saved in:
2
Intertemporal relations between the market
volatility
index and stock index returns
Sarwar, Ghulam
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
Saved in:
3
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:
4
The impact of stock incremental information on the
volatility
of the Athens stock exchange
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
;
Volis, …
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 413-424
Persistent link: https://www.econbiz.de/10003446057
Saved in:
5
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
6
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:
7
Stylized facts of return series, robust estimates and three popular models of
volatility
Teräsvirta, Timo
;
Zhao, Zhenfang
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 67-94
Persistent link: https://www.econbiz.de/10009124669
Saved in:
8
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:
9
Testing
volatility
on the Trinidad and Tobago Stock Exchange
Leon, Hyginus
;
Nicholls, Shelton
;
Sergeant, Kelvin
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
Saved in:
10
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
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