Narrow search
Showing 1 - 10 of 33
Cover Image
Sparse multivariate GARCH
Wu, Jianbin; Dhaene, Geert - 2016
Persistent link: https://www.econbiz.de/10011707052
Cover Image
Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
Cover Image
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf; Clements, Adam; O'Neill, Robert - 2010
Persistent link: https://www.econbiz.de/10008648672
Cover Image
Volatile capital flows and economic growth : the role of macro-prudential regulation
Neanidis, Kyriakos C. - 2015
Persistent link: https://www.econbiz.de/10011413221
Cover Image
The determination of stock market volatility and its international transmission
Kearney, Colm - 1995
Persistent link: https://www.econbiz.de/10000947733
Cover Image
Volatility in the Nikkei stock market index : causes and international transmission
Kearney, Colm - 1996
Persistent link: https://www.econbiz.de/10000947734
Cover Image
Crown, band, and leverage effect
Kočenda, Evžen - 1997
Persistent link: https://www.econbiz.de/10000961242
Cover Image
Australian financial volatility : a preliminary investigation
Daly, Kevin Edward - 1995
Persistent link: https://www.econbiz.de/10000926098
Cover Image
External shocks, financial volatility and reserve requirements in an open economy
Agénor, Pierre-Richard; Alper, Koray; Silva, Luiz A. … - 2015
Persistent link: https://www.econbiz.de/10011311198
Cover Image
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - 2016
Persistent link: https://www.econbiz.de/10011707065