Similar Search Results

How do investors' expectations drive asset prices?

Lüders, Erik; Peisl, Bernhard - 2001

stochastic volatility of asset prices and to give theoretical arguments for empirically well documented facts. We show that … stochastic volatility. …

Persistent link: https://www.econbiz.de/10011445936

The power law and dividend yields

Lüders, Erik (contributor); Lüders-Amann, Inge (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002137150

Asset prices and alternative characterizations of the pricing kernel

Lüders, Erik (contributor) - 2002

Persistent link: https://www.econbiz.de/10001701661

The evolution of day-of-the-week and the implications in crude oil market

Lin, Wenhui; Zhu, Qi; Wen, Fenghua; Normaziah Mohd Nor - In: Energy economics 106 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013202138

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index

Xiao, Jihong; Zhou, Min; Wen, Fengming; Wen, Fenghua - In: Energy economics 74 (2018), pp. 777-786

Persistent link: https://www.econbiz.de/10011972968

Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach

Xiao, Jihong; Hu, Chunyang; Ouyang, Guangda; Wen, Fenghua - In: Energy economics 80 (2019), pp. 297-309

Persistent link: https://www.econbiz.de/10012172448

Oil price uncertainty and stock price crash risk : evidence from China

Xiao, Jihong; Chen, Xian; Li, Yang; Wen, Fenghua - In: Energy economics 112 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013350788

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10003670896

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539